Walls have the Conjuration keyword, so normally they can't be attacked at all. Some walls (such as Wall of Ice) explicitly state they can be attacked, however, which brings us to your situation.
There doesn't seem to be any official rules covering this, but it seems like when you conjure something it's a creature (in which case it usually has the Summoning keyword and has its own rules regarding being attacked), some kind of energy effect (such as Wall of Fire, which can't be attacked at all), or an animated physical object (such as Wall of Ice). The fact that you've animated the object doesn't really make it stop being an object: if you had caused a sword to fly around and hit people, it would still be a sword and thus immune to poison, mind control, etc. It seems like your creation of an object (such as ice) also wouldn't affect its being an object.
In summary, if it would count as an object if you weren't responsible for creating it, why would the detail of it being created by you rather than naturally occurring make it not count as an object?
On a side note, conjurations use your defenses when attacked, so that huge chunk of ice uses your Reflex defense to "dodge" attacks.