The primary goal of cai-guo-qiang's project to extend the great wall of china by 10,000 meters: project of extraterrestrials no.10 was to

His primary goal was to change,transform,expand our perspective view of our world.
This project itself has a purpose to shift our attention from our earthly conflicts and petty squabbles and instead show as a higher perspective and celebrate the pure, undiluted energy.  He used gunpowder which for him is an earthly material fuel of the earthly conflicts and transforms it into something that will us bring us beauty and that it will show us joy.