Ok, so, after reading every reply here(this thread long asf), I've comprised a theory.
The man in the wall is, in essence, the "god"/overseer of the origin system.
Hear me out, what if wally was actually the huge multidimensional being who was acting as a warden for the origin system; preventing trespassers and stopping escapees.
The orokin weren't to fond if this-they didn't wand to be confined to just one star system-and so, they killed they "god", creating the void as we know it.
Let me get this out of the way real quick:
The first dimension: existence; being real, a thing.
The second dimension: awareness; being cognitive of your surroundings, acknowledging the first dimension.(e.g. length and height)
The third dimension: multitude; the existence of multiple existences and awarenesses.(e.g. depth.)
The forth dimension: continuity; the existence of tenses; the state of something after a period of time.(e.g. time.)
The fifth dimension: alternation; the multiple different variations of the aforementioned.(e.g. alternate realities.)
None of the former can interact without the latter.
By killing the warden they stole his key: the void. Which allowed them to acquire infinity energy through harnessing his blood which is the blue and white energy that makes up the void; this could be why the void is timeless. However, just because something is infinite doesn't mean that is strong(in most cases). Which is why they need to use his raw flesh in things that require extra power strength, like a railjack or and orokin tower.
With all of this in mind, I think it would make the most sense to believe that hunhow would be the warden of the star system that has all the sentients. If you think about it, another human having to wade through the the blood of another human would be disgusting and unsanitary.
This theory would explain why wally can only talk to you in your orbiter and your railjack.
Now, to talk about a few holes in this theory.
Firstly, we haven't enough reason to believe that this finger is actually permanent and not just a place hold for another macguffin in the future.
Second; chances are, hunhow was made by the orokin and didn't come from the sentient system.
And thirdly, the man in the wall was referenced in The War Within to be your father. Given the way he always refers to your operator as "kiddo" and is usually trying to help you out one way or another.
But, hey, this is just my takeaway and I know I don't speak for the majority so, please, point out any other plot holes in this theory.