Because you need all sorts of technology, and lots of materials that need high energy inputs to be manufactured.
That said, I live in a passive house and we turn on the heating only when one of us is sick or when it gets really cold.
For many houses the better heat insulation is mineral wool and or styrofoam. Transporting either of these must be significantly more energy efficient than brick. If I look at how some old buildings are built here I have to assume that was not energy efficient during construction just from how much more material was used.
Do you have a source that better insulation requires more energy? Especially the extra windows must be more energy efficient during production as well if you look at how they are manufactured. They only extra material is a third glass pane but for that you save on a lot of extra fittings compared to old windows.
I would really like a source on why you think there is more energy used for building the house. It's very counter intuitive.
I'm a real estate developer. This is elaborated on, ad nauseum, in 1000's of studies, for the last, oh, 40 years. Don't be That Guy(TM).