This might be done on purpose anyways, but I happened to find this by chance and thought it was very interesting.

For whatever reason, cobblestone walls will not connect to fences, but they will connect to fence gates. I happened to place one down beside it and interestingly enough, the fence gate aligned more to the wall, which is at a lower level to the fence, which still connected, making this strange looking level. Thought I might mention it in case it is a glitch, but it's fascinating how the fence gate decides to align to the height of the wall instead of the fence, and both wall and fence still connect anyways.