For a while Wednesday night, at this year’s final presidential debate, Donald Trump was a more sedate and persuasive candidate, the one who calmly explains his positions while avoiding verbal fisticuffs.

Then his favorite topic—building a wall to stop illegal immigration across the southern border—came up, and Democrat Hillary Clinton said Mr. Trump met Mexico’s president and failed to repeat face-to-face his demand that Mexico pay for building that wall. “He choked,” she said.

At...