Mildred wants a fourth wall why?

Mildred wants to intensify her experience and emotional dependence on the television.

Note also that "breaking the fourth wall" refers to a performance device whereby actors acknowledge the audience. In that moment, they are back in the real world. Mildred doesn't want a fourth wall broken; quite the opposite: she wants one created. Her desire for "fourth wall" is a way for author to imply, by referencing the device, her desire for insulation from reality.