In my experience, water pipes (not sure about heating) routed outside the walls are pretty common in houses in Amsterdam build pre ~2000 (and not renovated since)
Walls here are made from brick. The newer buildings are either normal or aerated concrete, and sometimes split up using drywall. This totally depends what the requirements are, and the past years, construction has been more and more drywall instead of brick etc. I've never seen a single layer of drywall, and I've lived in all type of housing in Amsterdam.