Most likely, the walls are not linked to the arena map, but to the ArenaDesc file. Try using the file responsible for the siege of a DIFFERENT city. If the walls of another city appear, then I am right.
Added 1 minute ago
Actually, I don't remember how all this works, I'll look into it later.
It seems you were right. This is what I managed to achieve.
I have a question: how can they be linked to a new ArenaDesc, and is it even possible?
I've already solved the problem myself. I'll share how. In the ArenaDesc file, in the section, which, by the way, is not displayed in the editor, there are objects that should be placed on the arena. And, as a rule, these objects are stored in the same folder as the ArenaDesc itself. If you create a custom one, or take another one, the game will not display the objects because it won't find them. In this case, you either need to duplicate all the objects into the folder with this file, or specify the path, which is what I did.
Thank you very much to those who helped.