I ended up splitting the wall in three pieces and deleting the middle one. Then I pulled the two ends to where they should be.

Stupid that a hack like that is necessary.

I use that "hack" quite often and it has never been a problem. It's a very easy way to have two walls perfectly aligned but with a gap in the middle.

There is also no Join Walls command but that seems to have been a requested feature for 15 years or so

There is: select two walls and right click. Select "Join walls". If the function doesn't appear in the context menu or the join fails this means that two the walls are either already joined or can't be joined because of a weird angle between the walls. This can happen when you try to join curved walls.
You don't have to move the wall ends close together, if it is mathematically clear then wall ends that are far apart can still be joined. If the wrong ends join then ctrl+Z to undo, move the endpoints closer together, and try the join again. The two ends that are not joined and are closest to each other will join.