Why can't I build Great Wall on this particular tile?

The problem is stemming from that piece of wall built beside your city.

The great wall can only be built if you can draw a line across it while it is on your border.
From the CIV6 Wiki:

The Great Wall is a unique tile improvement of the Chinese civilization in Civilization VI. It can only be built in a line on the current border of your territory.

To form a "line" from the side of your current wall, through the tile you want, then to another available tile there needs to be a little more angle room. I can best show it in a picture:
So in your scenario, the blue line works because it can make a (relatively) straight line, but the black line isn't a line, its more of a triangle. You can't have the wall form a point, needs to be more of a rounded edge.

Some additional details that don't matter here but just in case:

there are a few quirks with its placement rule that you should know. As with most other improvements, (all three types of) Floodplains block the placement of Great Wall segments, so Chinese cities should be founded along rivers that won't flood. The Great Wall can be placed on Volcanic Soil and cannot be removed by natural disasters. Also, since you can only place Great Walls along your borders, beware of the situation where you place a few segments of Great Walls, leave them for a while, and then cannot continue extending them since the borders have since expanded outward.