Do you know how much work it takes to build those walls, the amount of materials, and the amount of space wasted for the population? Nobody expected the Colossal Titan and no other Titan has ever broken through those walls before. Plus, more walls means less room for the population to live.
Shingeki no Kyojin's shining point is the adrenaline factor and the cliffhangers. It's hard to get this when you're reading which is why it suddenly became popular after the anime.