Typically wine rooms and walk-in closets (of any type) are found in the much newer and very expensive (or moderately expensive, but very far away) suburban neighborhoods.

I live on the outskirts of a midwestern city and only know a couple people who live in such homes.

Though I'm not from a wealthy background, so most of my family and friends (even in the suburbs) are in 1000-2000 sq ft houses where sometimes a 2nd bathroom is a nice amenity.

But we do have (usually unfinished) basements here which add at least a few hundred square feet of utility space to a house. I couldn't imagine life without one!