How so? Concrete takes any kind of wall plug extremely well, and brick is not so bad either as long as you don't hit the mortar joints. Vertically perforated brick and old cinder blocks can be annoying, though, I'll give you that.
I think the issue is generally more how to get into the concrete in the first place.
I personally live in a skyscraper and have tried to drill into my walls and found out it's close to impossible without industrial equipment.
Every few months on the beginning of the month (when people move in), I can hear the furtive struggle of a drill trying to get into the load-bearing walls. How it starts off confident and then the torque decreases and decreases.
I ended up buying a rotary hammer because of this, holes on the floor (doorstoppers), ceiling, or walls right close to the ceiling was impossible with the cheap hammer drill, along with a good SDS+ drill bit feels like butter now.
I really don't know if any of the designers/architects involved have ever tried living in those apartments. I think a lot of them would choose different materials if they had to do their own DYI.
Concrete has great thermodynamic properties for living comfort. It cools at day, warms at night, transfers from cold parts of the house to hot ones, etc.
It is there on purpose (and not too difficult to drill into with a "Bohrhammer", rotary drill(?), i.e. the ones with SDS(+)).
Actually, the brick-walls we have (hollow bricks with flimsy thin walls) were harder for me to figure out. They need really careful drilling with the right tools, otherwise the brick shatters and nothing will take grip.
No one who rents a normal apartment for 1 or 2 people will own a rotary hammer they only need for 1 day every 5 years - they'll rent a powerful one at a hardware store.
But lots of people have an affordable power drill which is still good enough to drill into brick walls (since cheap power drills suck so much, you never want to use them again, but mid-range power drills are pretty all-around powerful).
I got mine because renting it for 1 day was actually more expensive than just buying a cheap one new. Still works fine after 10 years.