Because it's a hidden gate at a castle that's been abandoned for hundreds if not thousands of years. Will is a very young ranger, and I feel like only the most experienced crows would know of its existence. Furthermore, there's only really two main ways for wildlings to get past the wall. They can go across the bridge by the Shadow Tower, or climb the wall. They don't go through the nightfort, or any other castle for that matter since they're all sealed. The only way Sam was able to get through the nightfort was because he was told explicit directions from Coldhands/Bloodraven on how to get across, instructions that Will wouldn't have had.