Where structural bricks are used, they are generally hollow with air cavities of varying sizes. Those types of bricks are very good insulators, pretty much the best insulation we had before modern fibres. Even if we used solid brick, their thermal mass alone would help regulate interior temperatures.
Hmm. That's not been my experience, both as a factory worker and former materials salesman (most of which were foams used as insulation). In the factories, the walls are typically concrete block with hollows (sometimes called cinder block) and I can tell you first-hand that in our Winters, when the temp hits below 32F consistently, those walls are very, very cold, as is the inside of the shop despite the efforts of our +250kBtuH heaters and keeping the bay doors closed as is common practice in the Winter months.
In my travels to other factories in the Southern parts of the US, we encounter the opposite problem. Brick shops are almost always too hot despite reasonable ventilation and climate control measures. There is definitely something to be said about where the structure in is the world when it comes to choosing appropriate building materials.