Now, let’s take a look at the tilesource used by the tilemap. There’s two problems here: 1) You have not assigned any collision groups to the tiles in your tilesource. The default group is there but I would have expected the world group to exist and your wall tiles “painted” with that group. 2) You use a different collision image. It can be useful under certain circumstances, but in this case I believe it signals that you have misunderstood how collisions work for tilemaps.
What you should do is create a world collision group in your tilesource, select the world group and “paint”/select all tiles that should belong to that group. You should also change collision image to the same as the one used by the tilesource. This is described in the tilesource manual.