Zane doesn't activate Power Wall when the amount of cards left in his deck is not enough to reduce the damage to 0.
By the time you are ready to attack with Ra, he most likely will have only around 6-7 cards left in his deck, and with 13k+ ATK Ra and only 4000 or less LP, there's no way activating Power Wall would serve any use.
Well, it's not that it's not enough to reduce the damage to 0, but rather, the damage will be so big he would lose via deck out anyway on his next turn. So he just won't activate it.
Anoymous
