Spent a minute trying to figure out if I just walked into a botany version of the rickroll xD

Don't they damage the underlying brick work or other stuff? I think I've heard something like that before.

The kind with piercing tendrils does, but the species I listed have glue pads that cause no harm.

You do need to manage windows and gutters. What you do is pull the vine of off the border of the window and leave it dangling in the air (a little bit of it). This signals to the vine that it reached the end of what it's sitting on, and it will stop growing there. (If you cut it instead, it thinks it has an opportunity.)

Does it not create humidity issues? I always liked that look but I live in Belgium where it can be way too rainy in spring/autumn and i'd assume there'd be leaves then.

No humidity issues, the leaves have lots of space between them - they arrange themselves to catch every bit of sun as seen in 2D from a distance, but up close some stick out farther, some are closer, and there's plenty of air flow.