Why an undoped heterojunction causes potential barrier?

This structure consists of a series of potential wells at an atomic level: A quasi-free electron can travel trough this structure, where it is attracted or weakly bound by the individual atoms. In this case, a potential well due to an Al atom (or a virtual AlAs atom) is deeper than for Ga (or a virtual GaAs atom). In a picturesque view, the free electron is therefore repelled by the AlAs barriers and will be localized in the GaAs regions.

This behavior can be approximated through a slowly varying envelope function, which "on average" gives a series of potential wells and barriers.

You should be ablew to find that in one of the first chapters of any semiconductor physics textbook.