When you are attacked and you lost you will lose a level of your wall. My suggestions is don't do that. Thats makes walls les usefull. As soon as you lost (an lost your army) the can easily attack you with 10 players (the protection only works for that player). So in that case you will lose 10 levels of your wall quite easily. Thats a big disatvantage.
So my advice, don't let the wall be destroyd one level. At this point I only have a wall level 1 (I don't know if it will disassapear, I think not).