I don’t know why the utilities in your area decided to do that. I can tell you that of the hundreds of substations my company is in charge of, I know of none that have a brick fence surrounding it. I do know that some places put up walls and such around substations because people don’t like looking at them, but that is about cosmetics, not security.
Nobody around here can be bothered much by cosmetics as we’re in the country. A solid wall is an eyesore not to mention extremely stupid post 9/11. Hop over the backside and do anything you want without being seen.