Why does the speaker say, "Before I built a wall I'd ask to know/What I was walling in or walling out,/And to whom I was like to give offensive"?

Because the speaker is cautious and likes to think before acting.

Explanation:

The speaker states "Before I built a wall I'd ask to know / What I was walling in or walling out, / And to whom I was like to give offensive," to give the reader a sense of rationality and caution. This is because the speaker shows how cautious and how he always thinks before acting, not only so that he knows what he is doing and why he is doing it, but so that he is aware of the consequences that his actions will cause and that he can thus avoid situations that are not of interest to him.