I believe that when it was build there was some kind of magic involved. Back in that time magic was more common in my world. But it does from time to time melt but not much. The men of the watch call it "the wall is weeping".

I bet it is hard to image such a wall. I was in awe when I have seen it for the first time.

[Tyrion thought back of the moment when he was close to say to his father that is going to the wall. He would have probably died a short time after he would have arrived. The wall was not a place for a dwarf or anyone who was sane and treasured his life.]