The dimension shown on a wall shape when it is selected can be turned off permanently, or it can be turned on permanently! Here is how.
1. menu View -> Drawing Explorer Window
2. in the Foreground Pages section look for your wall shape
3. among the Wall's shapes there will be a Shape.7
4. right-click and select edit ShapeSheet
5. in the User-defined cells section find the cell "User.Hide" and set it to TRUE to permanently hide it, set to FALSE to permanently show the dimension.
If you want this to happen for all Wall shapes on your diagram then go through this procedure for the Wall shape in the Document stencil (menu File -> Shapes -> Document Stencil)