Ah, gotcha now - makes perfect sense!
Yep, some of the walls were flat texures originally, many have had areas extruded and such to make them more 3D as I went along. Unfortunately, when it comes down to a wall in a spot that's not always visible that has only two faces and one that's more 3D-ish that has over a thousand, the one with only two faces is going to win...EXCEPT where the extra faces make an impact worth that difference
There are some walls where I felt that difference was worth it, others it's just not, but I saved enough using the walls with small face counts to balance out with the areas where I used those with more.
In the first screen above, the walls of the Palace of Westminister have parts extruded, you can see the edges a bit although it looks much better up close and in-game, to the left there's a yellowish wall and a red wall that were not (well, the yellow one is now 3D since that screen was taken, the red one remains flat with trim added to it).
The walls of the Palace are in view all the time and worth the use of more faces, the red walls to the side aren't really visible at peep level anyways and aren't all that visible from the rest of the park normally, so I will continue to use flat walls there.
The Palace walls being ornate Gothic will never have the same look as if they were built bit-by-bit, the poly count would fly through the roof, but I did add just enough to break up the surface and add some depth.
There's nothing wrong with building something piece-by-piece from many individual parts, this park has many such buildings, but it also wastes an enormous number of polys with hidden faces that aren't even viewable for instance, but even building on two benches with a decent computer I still have to pick and choose what I use so that I can model what I want. The first bench is just now starting to show a bit of lag when full of peeps.
There's actually a few buildings in this park where I modeled the ENTIRE building as one object with textures applied to help keep face count down. On the flip side that also allows me enough wiggle room to really add in a lot of detail so that you don't notice the occasional flat wall once in awhile. It's all a trade-off.
That's a long winded explanation, but at least I hope it explains my thinking behind it!