I feel like something such as the Great Wall of China would have been a significant landmark to note. Is there a chance he just didn’t realize the size/significance of the wall? Or could there have been some reason why he would have purposely kept quiet about it?
The simplest answer is that there was no Great Wall of which to speak. The 'Great Wall' as we know it today was the product of a series of Ming construction projects that took shape over the late 15th into the 16th centuries, and was not, as commonly asserted, a constant feature of China's northern frontier. This map on Wikimedia Commons gives a reasonably good overview of just how fragmentary the wall network was – even the Ming walls were not wholly contiguous. If you look at the linked map, Polo travelled nowhere near the Jin and Liao walls, which mainly traced the line of the Khingan Mountains in western Manchuria, down to the Ordos loop. The last dynasty to construct walls had been the Sui, right at the beginning of the 7th century, over half a millennium before Polo, and most of these pre-Ming walls were in any case built mainly of tamped earth rather than masonry, and faded quite rapidly once not maintained. This was especially true of the Tang who succeeded the Sui, who due to their nomadic origins were eager engagers with the steppe and thus had no need of such wall systems.
Marco Polo's route took him first along the Silk Road to Lanzhou (just southeast of Wuwei on the map), then along the Yellow River through the Ordos Plateau, then cutting across to Šandu (Xanadu) (due north of Datong), and then south to Khanbaliq (Beijing). At most, Polo would briefly have passed the line of the Sui walls, which were again largely earthen and have left little trace – though that is in part due to the Ming walls sharing large segments. Moreover, the Mongol Yuan, like the Tang before them and the Manchu Qing afterward, ruled a domain that straddled both sides of the (in any case long-ruined) 'Great Wall', which consequently would have served no real function.
But this is avoiding the key point that the notion of a 'Great Wall' seems to have been post-hoc. For most of their existence the Ming seem to have understood themselves to have had a defensive network centred on the jiubian or 'Nine Garrisons', rather than a contiguous wall system. This fits with our understanding of the wall as a primarily disruptive and communicative system rather than as an entirely impregnable line of defence. The emergence of a 'Great Wall' seems to have been a product of the late Ming at the earliest and in practical terms the high Qing period, and with the major proponents being European observers – either from a distance like Voltaire, or up close like Lord Macartney. The earliest real push within China towards recognising the Great Wall as an object of significance came during the Republican period (ditto the Opium War) and the construction of a Han national mythos. Basically, Polo predated European recognition of any sort of wall at all by just under 300 years, and of a 'Great Wall' by closer to 400, and of a Chinese recognition of a clear 'Great Wall' concept by over 600.
To paraphrase the observations of Lord Macartney's secretary, George Staunton, on the British embassy of 1793, it seems that while the main part of the British entourage were transfixed by the wall, the Chinese and Manchu officials accompanying them seemed to have had no interest at all and even hurried them along because of how they were being slowed down. In 1805, Qi Yunshi, on punitive assignment to Xinjiang after falling afoul of the post-Qianlong court, had this to say when crossing the Jiayu Pass at the western end of the Ming wall:
I stood there, alone, not a soul in sight. I was determined to move ahead, but at the same time strongly reluctant to leave behind all that I love. These feelings warred confusedly within me for a moment while I beheld the landscape. Then, suddenly, I saw it all in a new light... What the ancients called Yumen Guan and Yang Guan are still several hundred li to the west, on the border of today's Dunhuang County. So Jiayu Guan is in fact not really remote.
From a Chinese standpoint, the wall was really only significant insofar as it separated the state from what lay beyond. But the Manchu Qing state was not confined to the region Within the Pass (guannei), but also extended Beyond the Pass (guanwai), and so the significance of these non-functional military checkpoints was, in effect, nonexistent. So too for the Yuan had there still been any wall to speak of.
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