Our brick is usually brick, then some wood frame bolted to that, then insulation in the gaps, and dry wall. The insulation is pretty good, but the issue is usually the roof, and the windows being older than double pane tech. So they let the heat in and then cook, badly.
But yeah we don’t have much stone like that picture. Usually we use concrete if we want walls that thick. Concrete + HVAC works very well here because there’s not a lot of humidity.
We mostly stopped using brick though because earthquakes annihilate brick buildings even after reinforcement. The only thing timber seems to be good at is resisting those.