Having known people who lived in a house with fewer than 4 complete outside walls, I am fairly certain that walls in a house are a good thing. Whether they are keeping the wind out or the roof up, walls make a house more comfortable in Canada. I'm fairly certain this would also be true in warmer climates, where I would sleep better with fewer insects and less visits from "surprise pets".
Walls keep the outside out so that the inside can be defined and regulated. When we are the ones doing the defining and regulating, we quite often like walls. They make it possible for us to create comfort and give us a measure of predictability because they limit what is possible. We can put up artwork or windows to create an impression that opens up without risking that the outside will suddenly become the inside.
Walls also remind us that there is an outside. Everytime we run into a wall, we know that there is something on the other side that we cannot reach. We wonder if the other side will find a way to reach us, to breach our walls and mix up what is outside with what is inside. How disturbing are those yard sales where the contents of a house are suddenly on the wrong side of the walls?