That's true for commercial bldgs, but almost all home dwellings in America with slab foundations have the plumbing and some hvac lines inside the slab. Repairing water and sewer lines in these homes is very expensive.
I'd like to introduce you to a magical invention... it's called "ducts" :-)
You can have them behind walls, above ceilings, between rooms, between housing units etc. Of course, if the building was not build with maintenance in mind, or neglected to consider future potential needs (e.g. HVAC not catered to in buildings from the early 20th century) - then you have to run things on the outside; but even in those cases, new external ducts can often be constructed, using concrete or other materials (e.g. metal frames and whatever you like as cover, e.g. cement-board, sheet metal etc.)
[1] https://www.graana.com/blog/concealed-vs-exposed-plumbing-di...
"The owner of this website (www.graana.com) has banned the country or region your IP address is in (IL) from accessing this website."
I guess maybe it's a protest against that genocidal war the government here is waging on Gaza.
If you want to install a line and there isn't a pre-existing conduit in the wall, you do have to chisel one in. It's definitely more effort than with a "hollow" wooden wall, but it's not terribly bad.
> Look at small low-cost housing in Asia. Mini-split air conditioners and pipes all over the exterior.
I'd attribute this to the "low-cost", not necessarily the "brick/concrete". I'd imagine in the USA houses would be pre-fitted with more conduit, and homeowners could afford the installation of more as needed.
There's a problem of where to put the infrastructure. If you lay pipes inside concrete, they're really hard to maintain. So, often plumbing, electrical, and HVAC just punch through the walls to outside equipment, plumbing, and conduit. Look at small low-cost housing in Asia. Mini-split air conditioners and pipes all over the exterior.