No question, tunnels are a fact of life. They dig 'em and we blow 'em up when we find 'em. Walls are not 100% impregnable, and not the only answer either; but it is a significant deterrent. That's why you need drones with cameras flying around looking for evidence of human traffic. Doesn't mean you shouldn't build a wall.
You make it sound like it's easy to find tunnels and blow them up. Hate to tell you, but it's not. According to the BP, the only way they find tunnels is if they happen upon them by chance, or if they are able to gain intelligence from someone who knows where the tunnels are.
For every tunnel found and destroyed, there are probably 5 or 6 others still up and running, and more being dug every day.
As far as detecting them from the surface? Well, current technology is only able to go down to a maximum of 45 feet, but most tunnels are twice that depth. Other things that mess with the detection gear is the quality of the soil (on the border it's sandy with rocks, one of the harder types of soil to detect through), as well as the fact that there is lots of surface vehicle traffic, which again, makes it hard to detect tunnels.