Another thing re: wall thickness to think about is there wasn't steel-reinforced anything, and in an area without lots of trees, there wasn't much solid timber for beams either. So you get "structural brick" which has to be much thicker on the lower floors than the brick facades you see today, on buildings with steel support beams. Structural brick makes for FAT walls esp if it's supporting a 2nd story.
Privacy and to confuse invaders. Also, to maintain a solid structure that can hold up the roof. They have to build a structure system for the roof, no matter what. They're making the best of it.