Was any reason ever given why Humpty Dumpty sat on the wall in the first place?

From AI

The original Humpty Dumpty was a cannon used by the Royalists during the English Civil War:

History

In 1648, the Royalists placed the cannon, nicknamed “Humpty Dumpty”, on the walls of Colchester. The cannon remained there until Parliamentarian forces destroyed the building and the cannon fell.

I don’t think Lewis Carroll gave a reason but Humpty Dumpty was a very proud egg and I imagine he liked to look down on everyone from a height.

Sorry, but it reminds me of a funny meme that goes around in the fall. It has four pictures of Humpty Dumpty walking around, enjoying the fall scenery, carving a pumpkin, looking at leaves, and something else. And then the caption is that Humpty Dumpty had a great fall! Lol!