PewDiePie hit 100 mil that's amazing, I am well aware (as far as end users are concerned) of how Message Walls and the other thread-based discussion features work. The point we were debating is whether or not renaming an account redirects the walls as well. Tupka217 provided clear examples where the message walls were redirected and I have examples where they were not. Regarding the renaming of the actual comments, yes, you are correct in that the individual pages storing them need to be renamed. However, with the implementation of the user rename tool, Wikia also changed how the comments are stored (and retroactively renamed all comment pages accross the entire farm). By switching from using the username to the userid, they have significantly minimized the work required. Blog, article, and Forum comments no longer need to be renamed when a user changes their username. The only need for renaming is for Message Wall comments posted on the user's message wall. They need to be moved from "Thread:OldUsername/comment_title" to "Thread:NewUsername/comment_title".
Regardless, I would still imagine that however they redirect the message walls in the cases Tupka217 presented, they could redo it to have them all point to the same page as opposed to chaining them. The fact that they don't does indicate the potential for some lack of deep thought into the process on Wikia's part as it isn't too hard to find out if a message wall has links pointing to it. Then again, as Fandyllic said, Message Walls proably weren't coded with renming in mind. So that might have something to do with it as well.