Years back the Israeli civil High Court ruled that while the Western Wall itself has the legal status of an Orthodox synagogue, the area of Robinson's Arch, overlooking the Wall is set aside for Conservative and Reform services. The women were well aware of this and chose to disregard it. The real issue is the heavy handed response of the civil police who turned what should have been a polite reminder into a storm trooper confrontation.
Law expanding definition of terrorist activity passes first Knesset reading (Haaretz)
from the article: Police arrest woman for wearing prayer shawl at Western Wall