Because that's not how it works. I'm talking about walls near the current rate.
Consider this:
You want to purchase some coin. Will you buy when the market is shallow and your purchase eats up small asks along the way, increasing the amount you pay for each additional coin? Or will you buy when there is an ask wall and you get each coin for the same price?
The same holds true for selling, in the opposite direction.
I know which option I would choose in both cases.
Even then it's really not that simple. If you are only buying 10 coins or so the walls really won't impact your decision making to much (or really, shouldn't).
