they+said+that+it+had+fallen+down+because+the+walls+were+too+thin

The humans refused to believe that it was Snowball who destroyed the windmill, like Napoleon said. Humans, in the first place, doubted that animals can accomplish something on their own. They believed that the windmill project would fail eventually; either animals cannot finish the project, or it would not work, even if it was finished. So when Napoleon announced that Snowball came and destroyed the windmill, which was half way done, humans believed that windmill was destroyed because the animals did not make it thick enough to stand strong against the wind, storm, etc.