I've only lived in stone or concrete houses, there has always been enough of a gap between the drywall and the house walls to expand mollies into. That air helps noise and heat insulation, as well as being useful for passing heating water, electrics etc
Standard way to build here for the last 50 years. Indoors, the raw brick or concrete wall has a thin layer of "flattener" plaster spread. No drywall pieces.
That's the standard type of wall, yes. Studs with a sheathing fixed over them. On the interior, drywall. On the exterior, plywood or specialty sheathing materials.