Additionally, brick is superior at weather resistance over time. 50 years from that brick will continue to insulate about the same as a new wall. You won't get that with wood even with lots of treatment over the years.
That site is talking about brick used as siding, not as something structural. And they're only getting an R value of 0.8 (which is minimal) because it is 4" thick.
4" brick gives you less insulation than even 1/4" of foam.
Brick houses in central and eastern Europe are usually build with clay block bricks like Porotherm with λ = 0,1 - 0,133 W/mK.
There are also some with 0,082 W/mK but usual combination is brick+insulation (i.e.: to have wall with U value less then 0,22 W/(m²⋅K) you can use brick with thickness of 38cm and 10cm insulation. For 20cm concrete wall you would have to use 30cm insulation.)
