I recently made a sales call to an individual who built a man cave of sorts out of two containers. He paid a bit extra to purchase containers that were originally refrigerated. There was a fair bit of insulation sandwiched between two pieces of steel. It was quite impressive from an energy and noise standpoint. It was eerily quiet.

For a metal wall it wouldn't even really matter how thick it was. I think the bare wall pictured in the article is interior though, so it wouldn't factor into heating and cooling so much.

http://www.steelehouse.net/livingstonmanor/

If you want it to blend in, usually you'd wrap the outside of the container in insulation, and then clad it. Or, do it on the inside and lose a bit of internal space between the steel and your drywall. Adds expense of course.

Taking a close look at the living room photo, the orange wall on the right behind the sofa looks like it may just be a facade over what is presumably a thicker, insulated wall like those drywalled exterior walls visible on the other side of the room. Specifically, the way that orange wall overlaps that slightly dropped section of the ceiling makes me think that it's not actually the exterior wall of the container.

It could be the portions of the container wall that were removed for doors and windows.

I link the designers product page for the house in the thread. It's clearly a side wall of a container, it's just an interior wall of the structure.

Looking at the pictures of the inside it looks like the exterior walls are finished with drywall and they come in a few inches which probably allows for some insulation. Expanding out would remove the modular benefits so any insulation would have to be done by reducing the space on the interior.

Shipping containers can come insulated. They use a 2 lb closed cell foam which is an incredible insulation and water proofing product. R-21 at 3" thickness. You can heat the container with a candle and cool it with an ice cube.

Humans give out a fair bit of heat. I seriously doubt an ice cube will cool any small room that contains a human.

That's what I was thinking too. You have to have decent air exchange with the outside or you're going to suffocate or poison yourself.