That's Just Something X Say

I might be ineffective, but is in no way immoral.

That depends on whether or not the way you build it is moral. If you build it on stolen land (eminent domain) or using stolen money (taxes), then you have an issue.

Roads are built using tax dollars, and sometimes iminent domain is invoked if they need to be widened to accommodate traffic. Only the strictest libertarians would argue that that is immoral.
One legitimate issue related to imminent domain (but not being imminent domain itself) is that some of the border land is used for cattle, and a wall would restrict access to water for the cattle. That makes the wall impractical, but still not immoral.
It also wouldn't be the best use of tax dollars, but that can be said for about 90% of what our government does.
I'm not arguing for the wall. But if you think it's "immoral", that is the wrong reason.

Taking a person's property without their consent is immoral, and being the government doesn't change that.

Now, the government restricting property-owner's rights of association and exclusion means that both open and closed border policies are fundamentally immoral, making a debate between the two a debate on practicality and lesser evils.

Imminent domain isn’t the reason Schumer and Pelosi oppose the wall.

I have very little in common with Schumer and Pelosi. They're both disgusting statists