Actually, it is usually not plaster these days, but years ago (like 50+ it was often plaster on the inside). Even brick buildings and walls had plaster interiors, which made it thicker, but I think in the beginning was largely for the purpose of making a much smoother wall and one perhaps that could be easily decorated or nailed into.
These days the interior walls are actually sheetrock (a prefab sort of wall that is layered with paper on the outside and chalky stuff on the inside). The whole sheet of sheetrock is nailed up on studs (wood beams in most residential homes) that form the frame of the house. Steel beams usually hold up commercial buildings. The outside wall is built on the other side of the beams, with brick or whatever materials they wish to use.
This type of construction is good because it allows a space between the outside wall and the inside wall. That space is used for putting wiring or duct work or piping through the house, and then the rest filled with soft material for insulation. It saves on heat and A/C bills, because the heat or A/C doesn't easily pass through the wall and escape.
It helps in a lot of ways. But the wall's strength is in the studs and/or outer brick, not necessarily in the sheetrock.
But, you know, when it comes to hurricanes, sometimes even the strongest don't survive!
Hope this helps.
Paul