A wall is what keeps the roof of your house or apartment from crashing down on your head. Pretty useful, I must say. Walls will also contain most or all of the windows in a living space, very useful for cats or even people to sit in.
But they are even more useful than that. They provide a space for critters to live without paying rent or taxes. These may be actual physical beings or demonic spirits from another dimension. They're also not leaving anytime soon unless you want to pay for an expensive exterminator or medium or both. Better that you should share and all, letting them know you're in one room or another by burping or farting loudly next to a wall. They will respond by making rapping noises or screams, depending on whether they have noses or not.