Wood frame buildings are viable because of drywall and fiberglass insulation. Drywall is cheap and essentially hangs from the wood frame, while the fiberglass insulation is lightweight, thin, and a better insulator than pretty much anything else.

Without those two things, you can't build a wood frame building - the entire building needs to be made out of wood then sealed with something like tar, which isn't a particularly good insulator. In a world without drywall or fiberglass insulation, brick is both cheaper than wood and a better insulating material.

Many European buildings date back to a time before drywall and fiberglass insulation existed. Northern and Western Europe, where you tend to see the most brick buildings, also don't suffer from natural disasters like Earthquakes or hurricanes. So even though brick buildings aren't particularly survivable in much of the world, they are survivable in certain parts of Europe.

That being said, new construction using brick more or less does not exist in wealthy countries. The vast, vast majority of "brick" is actually textured vinyl siding. It looks and feels like brick, but its basically just plastic wallpaper that's been glued to whatever is underneath. Where brick is used, its actually reinforced brickwork where a steel skeleton is what's providing structural strength and the brick is basically just decorative.

Brick is really only used as a construction material in very poor countries where the cost of labor is very low. The most expensive part of unreinforced brickwork is that its labor intensive to lay - the brick itself is cheap to make and doesn't require any sort of skilled labor at any point in the brick making/laying process. If the cost of labor in your country is extremely low, then so is the cost of brick construction.