Some random thoughts about Walls (and Forts).
First: Walls and Forts both seem to suffer a big problem in terms of design.
Their primary function is improving defence against attacking 1UPT units. The thing is, Civ VI's combat system is so simple (basically crash units against each other, with terrain and positioning providing slight +/-), that I'm not sure Walls or Forts by design can even be particularly useful - you're nearly always going to be better just pumping out more units.
On the other hand, if you give Walls and Forts more economy related bonuses, then it all starts feeling silly. Like, I'm okay with Walls giving Tourism and some Housing (with Monarchy), but if you go too far down that route it starts feeling silly. I'm mean, I really don't get how Renaissance Walls give Science when you run Military Research?
Second: relatedly, is part of the problem maybe that there are just too many levels of walls?
Civ V went "Walls" (ancient era) then "Castles". Civ VI's model is "Walls" followed by, er, more Walls? And then even more Walls? It's hard to get excited about building more of something, particularly when it just does the same thing as what you had and doesn't benefit anything but the City it's built in. (Relatedly, it's sort of lame that once you've researched Castles you still can't actually build Castles.)
If Civ VI took the Civ V approach (Walls then Castles), then it might make things a bit easier design-wise - Walls would still work like, er, Ancient Walls. But you could have a "Castle" that provides additional defence (like Medieval Walls) but could provide other bonuses without feeling jarring. Building a Castle might then also visually upgrade your existing Walls, so you don't have the map littered with Cities all having "Ancient" Walls, but also don't have every Cities upgrading to Medieval and Renaissance looking walls in each new era (which would be lame).
Third: I think a big downside to Walls and Forts is that they only provide their benefit to the City they're built in. They don't really benefit other Cities, except in the most indirect way.
So, I often feel like I don't get much value out of Walls or Forts unless I build a tonne of them and or build them in border cities which are usually short of production anyway. If I'm roleplaying a bit more, I sometimes build Renaissance Walls in my Cap or other Big Cities for the Housing. That's horribly inefficient - I could get more housing with Farms and Policy Cards - but it's doubly inefficient because the Walls don't provide any real defensive bonus to the City they're in - no one can take my capital anyway - and it doesn't really benefit any other Cities either.
My suggestion. Walls and Forts should play more of a role in helping you "control" territory.
Personally, I'd rework Walls to be just Ancient Walls, then Medieval Castle then Renaissance Castle or something. Walls and Castles would all provide Defence and City CS. But Castles would provide +1 Housing per level and +CS to all Cities within 6 tiles.
So, building Castles would benefit not only the City they're built in but also neighbouring Cities. That would also be more tactically interesting, because now you may want to attack bigger cities with Castles first before taking on nearby Cities.
I think perhaps Walls and Forts should also then have more impact on your territory - e.g. Forts exert ZOC if there's a unit it them (even a Ranged or Siege Unit), provide permanent extended visibility, and maybe help with border growth (+X %). They could maybe also boost loyalty, - e.g. +1 Loyalty for each Unit Garrisoned in a City or in a Fort; Medieval or Renaissance Castles provide an additional +1 Loyalty.
You'd maybe have to rework Monarchy a bit. Maybe Monarchy gives +1 Amenity per Caslte level plus +1 Amenity from Camps.
It's a pity Walls and Forts suck. I'd really like a reason to build these bad boys, because they do look pretty cool. But they are just so useless, except for the occasionally Ancient Wall or Tech Boost, that building them just feels counterproductive.