"Interruption" is only one side of the coin, there's usually a reason why somebody is interrupting you and not being able to interrupt you (=not get an important information) will often cost a lot for their productivity.

I think it heavily depends on the person and type of work. I'm SWE and for most daily work I don't mind getting interrupted - I'm able to get back to work without a problem. It's only if I work on an extra difficult problem which requires very deep focus, I go somewhere quiet, but that's less than once a week.