bilgekaan I would also go through the events and make sure there are no other events that set animation based on jumping or falling. Things to note here are that jumping is only the first half of your jump arc, once you pass the apex you are in the falling. So if you are not in the upward or downward position long enough it may not have time to play the animation.
Also I highly recommend using a collision box sprite instead of the actual sprite for detecting the next to wall as your animation changes the shape of the collision polygon in most cases which can really mess with the next to wall checks.