Because should he do that they would never build the wall and he would lose all the political capital he has to build it.  Every time a R has caved to the D’s on border security/immigration the D’s say that they’ll add in and entertain things R’s want but they never do. That is how the D’s play. It’s always dirty and the R’s (some have donors that want the illegals just as the D’s do - for cheap labor) have never gotten dirty with them and fought it out (partially because of the parenthetical statement above - then later the R’s cab blame the D’s when they did nothing to stop the D’s). Politics.  Trump is fighting both and winning.