Not usually concrete in a domestic house, but solid red brick or stone blocks for the internal walls yes. Hollow walls like a kind of wood and plaster tent seems just as ridiculous to me. Solid walls keep the house cool or warm and stop noise.
New construction (at least in the north central US) is minimum 2"x6" studs in the exterior walls filled with fiberglass insulation and pretty significant blown fiberglass insulation in the roof. Most of the noise going between interior rooms is a result of the use of cheap, hollow doors; usage of solid oak doors minimizes sound travel between rooms. Additional noise-damping insulation can be installed between rooms if desired that effectively eliminate all sound travel between rooms.
I'd speculate that a well-build modern wood-and-sheetrock house is probably more energy efficient and quieter than an early 20th-century double- or triple-brick house.
Also, wood-and-sheetrock is a lot easier/cheaper to replace than brick when a tornado comes along and knocks the house down, which is possible in 75% of the US.
There are significant areas of the US where I suspect it's actually illegal to build an all-brick house (as opposed to just quite expensive).
The UK is basically tectonically stable, which means those brick houses aren't likely to collapse into a multi-ton pile of bricks when the mortar crumbles or cracks in an earthquake. The same cannot be said of many areas in the USA, and it only takes one earthquake every few decades to drive that point home.
