I mean, how would that work? If you built a fence that stopped fans from reaching, the balls also wouldn't leave the park. And a few empty rows between the wall and the fans would alter a fundamental experience (i.e. catching home run balls w/o interfering). In addition to leaving $ on the table.
I also think it's easy to rip the fans (dating back to good old Steve Bartman) but in the moment, how many civilians can really stop themselves from doing it/have any awareness that they might be?
Easier to change the rule (or interpretation of it) I'd think.