The limestone wall was never actually a part of the Temple, just a retaining wall built in Herod's time which holds up the side of the hill where the Temple was built. Nevertheless, it has become a holy site in its own right, a place where Jewish people still gather to pray. The Moslem people also pray in a particular direction of course, facing Mecca in the east. It is a very directional faith. Most people go to church.
Holy places dot the countryside in every land and every faith.
People look for God and direct their prayers to places where communities have regularly encountered the Holy One. The church is a holy place where people regularly meet God, or claim to. Sure, you can meet God at the golf course where you will hear God's name used rather frequently though not in traditional modes of prayer. But most people figure their chances are higher of bumping into the Almighty at a place where God's friends hang out. They come to church.