I recommend prioritizing a fun game over RAW in this case, and with illusion magic in general.
If a PC steps into an alcove and casts Minor Illusion of a wall (merging with the actual wall to the right and left of the alcove), then they've hidden themselves very well. Say an NPC was chasing the PC, and didn't have direct sight at the moment the NPC stepped into the alcove. The NPC has no reason to spend actions Investigating every 5-foot stretch of wall they pass, so they'll never check that particular section of wall, so the NPC doesn't get a roll. RAW, total PC success; a good idea, applied to an environmental opportunity. The NPC charges right by the hiding PC, and gets baffled and probably gives up the chase.
Alternate scenario: the NPC passed that wall yesterday, and remembers that there was an alcove in the wall, right about *there*. Now the NPC is likely to visually Investigate the right spot. They might have Advantage on the INT roll. If they fail, they might still conclude that SOMETHING replaced the alcove they remember, with a featureless section of wall. The NPC might then try tapping the wall with a stick. After all, if the roles were reversed, a PC could reasonably come to that conclusion and try other methods of investigation. An even more clever NPC pretends to be baffled, then waits a minute to see what happens.
If the NPC stops and looks suspiciously at the alcove/wall location, and the PC then starts throwing daggers at the NPC, then the daggers pass through the Minor Illusion.
On one hand, the PC can see their target (they see their own illusion "faintly"), and the NPC can't see the source of the attack, so the PC gets Advantage on whether the dagger hits. Also, opportunity for Sneak Attack.
On another hand, the NPC now sees daggers mysteriously emerging from an ordinary wall. I might allow the NPC to use Reaction to make a split-second Investigation roll, in direct violation of RAW. (Though they might instead use Reaction to go prone or dive for cover!)
Even if the NPC fails the roll, they can still make reasonable choices, just as a clever PC would.
(Hey, it's a wall which shoots daggers! I'll move to avoid line-of-fire! Then ask a spellcaster for help, or maybe set fire to the building!)
(Okay, that looks exactly like an ordinary wall, aside from the daggers emerging from it; but I'm gonna gamble that it's an illusion, run right into it with sword and shield ready, and see what happens.)