Why do you insist on making it complicated?
Because politics is complicated, and people who want to make it simple generally either are ignorant or have an agenda (or both).
Half of what is said in politics is already essentially "fuck you" to the other side. Saying it explicitly doesn't add to the conversation. To make this something of substance, you would have to say something like "Mexico can go fuck themselves because the US ought to protect its border in this particular way because ..."
Honestly, though, I have never heard the phrase that completes that sentence. Putting it in terms of rights rather than opinions about the best course of action obfuscates things, too. Of course we have the right to build a wall. We also have the right to make review of your Facebook profile part of the official visa application process, or to require that all Mexicans who enter the country wear sombreros. You might object and say that I'm talking about a God-given right to do something that's utterly pointless and ridiculous, but my point here is that many people against Trump's border policies think the exact same thing about the fucking wall. You can argue against it entirely in the realm of Realpolitik, without even talking about messages it might send to the Mexican people or whatever, because soft power is such a vital component to national security these days. Sending such a big, visible fuck you to your neighbor is likely to have material consequences.
So it's pointless to talk about what we have the right to do without evaluating the likely outcomes and weighing the positives and negatives. But that entails admitting that even the most brilliant and powerful leaders can't come up with plans that don't have drawbacks, and that seems to go against Trump's narrative of what strong leadership looks like.