The feelings built a wall up
Skyscraper with every story it gets taller
The walls represent the baggage that prevents her and her man from relating to each other in a healthy way: barriers to a good relationship.
The lines also play off the saying “tall tales” as in lies. With every “story” (fictitious account / floor of a building) the “skyscraper” (the relationship problems / the building) gets larger and more insurmountable.
A stunning, evocative bit of wordplay.
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