This is quite possibly the least important bug(/feature) ever, but I thought I would flag it up anyway just in-case it is indicative of any wider issues.
Feel free to ignore!
To my mind it should not be possible to build this last piece of wall, but it is:
Thanks for the report. This is due to the wall bonding box changing when other walls are built nearby. It's something we've struggled with over the entire life of Factorio and we still have no answer for this that doesn't involve a lot of performance overhead and complexity.
If you want to get ahold of me I'm almost always on Discord.