They do, but they aren't public access.

But there's no problem with kids throwing objects from the roof?

I don't recognize this gang thing, maybe because I don't live in a dense city (and don't recognize the attraction of it)

I almost never saw that, maybe because we have something like "Aufsichtspflicht" which means duty/responsibility/liability to watch and guard(over the kids). Could be different due to different demographics/ethnicities in social hot-spots now, but I don't frequent them(that much). Also the access to the roof there is closed/locked for liability reasons by the landlord. And usually the higher ones(more than 4 or 5 floors) aren't next to the street, there is some green separating them. But the residential buildings weren't really what I had in my mind when I thought about that. More like downtown, central business/commerce areas, traffic hubs, and such.