Monolithic bricks without filling have massive vertical thermal bridges from the start, bricks with filling eventually have the problem that the filling settles and then you get direct thermal bridges from inside to outside. This is not an unfounded opinion, the problem of perlite and settling of this insulation is, in my opinion, known.
If monolithic, I would actually build with aerated concrete. There, the thermal bridges are not that bad or internal insulation cannot settle.
With brick + ETICS (or sand-lime brick + ETICS), you achieve better insulation values, have truly load-bearing walls that you can drill into and to which you can also attach things without using xx-special anchors and completely damaging the insulation by drilling through thin webs.
Styrofoam is a good plaster carrier; there is a large prefab house company that simply glues a thin layer of Styrofoam on the outside just because Styrofoam is a great plaster carrier. Additionally, there are fewer thermal bridges since the insulation is uniformly applied from the outside. This is, for example, an issue with the floor slab.