Agreed about the wall shaping a microclimate. The Missouri Botanical Gardens here, less than 2 miles from me, grows plants more tender than I can reliably geow, and theirs are huge and old.
OTOH I learned this about my completely fenced iris garden many years ago: that fence kept the drying wind from blowing over plants and as a result, I had a severe infestation of Leaf Spot fungus in my iris beds. These iris were 100% in sun and yet, the Leaf Spot! Ugh. After I moved them all to my other garden which sits on a corner and gets winds from two directions, I didnt have that problem again. I refer to that site as “the prarie” due to the wide open space, kinda unusual here in urban plots.