You could talk about The Wall being this outward symbol of military might only to be a failing military program that isn't effective. You can talk about how the kingdoms ship their criminals and youth to go fight on this wall for some grand glory but it doesn't matter. You can talk about how empires always have this kind of thing and how it never saves any of them in the end. The white walkers just walk to the end of it and blow off a corner and walk through. It doesn't stop them or even slow them down. You can even talk about how the real solution was to abandon the wall, unite with The Other on the other side. You know, the people who have basically been oppressed by the presence of the Wall and have absorbed the abuses of empire. In the end it's not the big military thing that saves everyone it's throwing away the cultural barriers and uniting all the people.

Or you can just take the in-universe propaganda at its word and view the big empire military thing as very cool and useful. Just like the people who think The Empire in Star Wars is cool and good and should have won. Because big space ball with obvious weakness is cool to look at and crushes the enemy. Just a naked respect for even imaginary displays of power, not self examined. If you draw a stick figure hoarding yellow circles and murdering other stick figures they would really like the first figure more.

People's relationship to capital changes the way they interpret stories.