oomis, i tend to agree with you, but i don’t think the other posters are really disagreeing. i think though, that proposing has changed a lot over the past several years. now, a bochur is expected to put on a song and dance, declare his love in a humorous and flamboyant way, and present her with flowers, balloons, etc all declaring loudly his “love”.
surely, you would agree that the place for this is not in front of the kosel?
if he is solemnly asking her in a meaningful and introspective place, then yes, at the kosel is beautiful. they can join together in tefilla for their future.