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Adinnieken said:

I think it's the lack of space that likely is one of the big reasons for the use of stone/brick so predominantly in many parts.  In the US, municipalities regulate how close houses can be to ensure there is enough space between wood-framed buildings to prevent a rolling fire.  My hometown was almost completely gutted when a fire spread from building to building. 

Because of the close proximity of homes and businesses in most European cities, the building materials have to be different.   Stone/brick walls, as well as slate and terra-cotta roofs can help contain a fire.  Rome did not burn in a day, but it did burn down. 

Wood has become the predominant building material because it's readily available.  That doesn't mean it is the only building material, and depending on where you live in the US it may not have even been the predominant one.  My great grandfather was a stone mason.  In my father's home town, I can go down streets and see evidence of my great grandfather's handiwork.  Chimneys, porches, or entire exteriors made of glacial field stones culled from farm fields, all built by my great grandfather.

However, wood is still the predominant interior building material.  A brick or stone wall is typically decorative, rather than functional.  The exception being chimneys.

There is a little more space in the bigger countries like Germany, Spain and France, but I agree, here in The Netherlands, the #1 reason our homes are so expensive is because we have no space, and our building tradition evolved over the last centuries to fit the needs of that available space.

Just in a radius of 20 meters around me, there's like 10 other houses each with an average occupation of three people. And I'm in what you'd call a 'suburb' .