In competition, we take whatever lane we get. But given a choice, I prefer not to have a wall on one side. I swim to one side the line and the possibility of hitting the wall with my hand is distracting. In competition with safety divers and a camera diver, lane space can get crowded. Having an open water lane on each side of the competition lane eases the congestion. As far as safety goes, competitions are the safest place to do apnea. For training, I go during lap swims and I end of in whatever lane God gives me. The important safety factor is check in with the lifeguard and your fellow swimmers to let them know that you're doing dynamics. Swimming in different lanes, with or without walls, is good practice for competition where you don't know what lane you're going to get.
A note about walls. In Vancouver at the UBC 50 meter outdoor pool, the incoming water jets that line the length of the wall are so strong that they actually push dynamic swimmers away from the wall- even when in the second lane from wall. So, extra energy goes into swimming straight.
For me, a more important consideration is the depth of the dynamic lane. Coming up in deep water means the diver either has to 1) tread water, 2) grab the ropes, or 3) have the safety diver shove bundled kickboards in your face. At the end of a long dynamic apnea, treading water or dealing with kickboard floats can be just enough to push a hypoxic diver into a LMC. Being able to stand up after a long apnea, at least to neck or shoulder level, provides the most restful recovery position fro me. However, the most consistent recovery feature from pool to pool is the ropes, so I practice coming up on the ropes, taking my breaths, and then recovery protocol.
Another easy safety precaution is to practice saying "I'm OK" loud enough for the lifeguards to hear it. It engages the guards and keeps them with you. It opens the door for dialogue about freediving. Around here, the lifeguards can be half asleep, so keeps them this alert.
Just some thoughts..
Peace,
Glen