why the tail of wall lizard makes fast movement after detaching from rest of the host body?

Answer 1

its most likely to stall or confuse predators while they get away

Answer 2

Why mechanically, or why in the big picture? When the tail is removed, it still has some energy left in it, and since it is not directly under the control of its brain, it reverts to its basal behavior, which in lizards is for it to thrash wildly. As to why it would evolve that way, the thrashing tail will be the focus of whatever attacked the lizard. While the attacker is busy eating the tail, the lizard is busy getting away to start the business of growing a new tail.