Press CTRL + M after drawing. The brush you're using is the terrain built-in brush. It only covers 1 tile height tilesets. Once you press ctrl+M the automapping will take place, meaning the rules will be called and the rest of the wall will be placed. Just don't forget that you have to draw on the layer with the same name that the rule for this particular wall is pointing to. I usually prefer to use just only layer for every wall just to get the auto tile working and then, after I'm finished drawing, I select everything I drawn with the rectangular tool(R) and place it to my permanent layer.
edit: if you are not sure if the layer name is right, you can open the rules to check it. You are also free to change the layer name used in the rules to best fit you workflow