Don't really disagree but its one thing to show a girl that other girls like you and another to show them that you are currently banging other chicks. I think the former is attractive while the latter might cause issues in beginning new relationships.
Anyway to answer the question, of what should you say, you have many options...I don't really know your style so I'll just give you a few suggestions:
"Because too many girls were writing on it. How about you give me your number and if you seem cool I'll unblock you." (If you roll cocky funny)
"I think the wall is impersonal, and I hate impersonal conversation. If you want to hang or talk sometime cool, but lets avoid facebook. Zuckerberg doesn't control my relationships." (Idk again if this is your style)
"I love my privacy, but if you insist I'll consider unblocking you
""First girls wall post me, then they're poking me, and suddenly they're liking everything I write. It's ridiculous."
"I don't know if you're cool enough yet to be on my wall..."
Idk dude, if you're balling hard enough to feel the need to block your wall from girls maybe you should be giving me the advice!
Stay Fiery