The wall wasn't connected to any residential or formal building. It was more like an earth wall into a street.
Its origin didn't matter to Malachi and the other two, though. Its current purpose to them was to serve as their target to test David's sword form of his ability manifestation.
Upon reaching the wall and exchanging a few words between themselves, Malachi and Leo once again gave David enough space to himself. It wasn't that much of a big space, but it was enough for him to swing his arms around comfortably without the fear of accidentally hitting someone.
