Doubly Subconscious

If, as Glasersfeld hypothesises, each individual constructs their own reality, how can one account for the fact that people do not simply construct for themselves the ability to, for example, walk through walls? It could be that they subconsciously construct walls as undeniably solid, based upon experiences in early childhood, before they could adequately consider the advantages of walking through walls. The idea of a first experience with something in a constructed reality carries problems of its own, but even disregarding these, why is it that people do not simply re-construct things later in life so that they can walk through walls then? Perhaps their subconscious minds prevent them from doing so. In that case, why do they not construct their minds so that they contain only conscious thought, and eliminate the inconvenient subconscious? The natural answer here seems to be that they cannot do so - because their subconscious minds prevent it. Thus, they are subconsciously constructing their subconscious minds. This circular reasoning is, I think, yet another problem with the theory of radical constructivism.