Exterior wall bricks: Choose unfilled, filled, or project bricks?

The statement is correct, however, that filled bricks tend to have thicker walls

If they have a different chamber profile, yes.

Just a brief note about bricks without filling. When drilling for anchors, always turn off the hammer function, so the webs inside are not damaged as much. It is more laborious to drill, but the anchor holds better.

This applies exactly the same to bricks with filling.