Can't Change Wall Height

A single click on the wall is all it should take to bring up the hover box with the options for wall height as well as to move and rotate the wall.  The image you posted shows the hover box for when you double-click on a wall, which allows you to then remove or replace it.  Now, in my game, when I double-click, I still see both boxes, but I wonder if your game might be replacing one with the other.  Can you please show us a screen shot of what it looks like when you have selected a wall with a single click?  Also, are you using any cheats when building?  I know you said you don't currently have CC or mods, but have you used any in the past?  If so, it would be a good idea to clear your cache just to be sure there is nothing funky in there.