Here's my parade theory.

The parade was going to cost $50 million+, and the expenditure for it was all set.

Trump has threatened to close the government down, if next month's budget doesn't include money for the wall.

Here's some money for the wall. Look Congress, I forfeited my approved funding for the wall, let's use it to build my wall instead. Budget compromise and negotiations.

I'm not sure Trump ever intended to have that parade. It may have just been a funding bargaining chip.