Every player that John Wall cited for being in his list all-time Top 5 is either in the Hall of Fame already or will be a slam-dunk, first-ballot selection, so it's hard to quibble with his choices too much. It's just notable that the biggest star of Wall's own era, LeBron James, wasn't on the list.
Wall was just riffing off the top of his head after being hit with the question at NBA All-Star media, so perhaps this isn't something he has spent a lot of time dwelling on. And even if he had devoted some serious thought, excluding LeBron isn't necessarily the wrong answer, given the stars that Wall did select. But it is sure to provoke some discussion.