We have the new arcane pieces with the battlepass, is there only windows and doors? Where are the walls? Is there any arcane walls? I can’t find them…
No walls, no roofs or anything. It’s just an addition to Sandstone and other tier sets.
Thank you for the information 
In the next Battle Pass maybe?
Maybe, but it looks to me like they were made specifically to accent the base game stone building pieces. Sandstone, stonebrick and reinforced stone. So, technically, the arcane wall pieces have always existed in the game. 
Maybe the Arcane “flavor” will be available for each culture soon; khitan, argossian, aquilonian, turanian… in the bazaar…
I wish they’d update those sets with stuff like that, though I don’t see it happening… not any time soon anyway.