Why some houses/buildings in USA and Europe not cemented and painted, instead merely they left with plain brick?

I like the looks of brick buildings. They are are warm colours.  Light and dark bricks can be used to make patterns. Stucco and painted houses are usually painted one colour and look bland.

Where do you find homes that have been covered in cement?

Because brick facing is more attractive than painted concrete.

Did you ever hear the expression "to paint the lily, to gild refined gold"? There is a reason to paint wood, none to paint brick.

People like the look of Brick

they even pay more for used bricks

There are many brick houses in the US that are painted. Usually the owners regret having the brick painted because it then has to be maintained. Had they left the brick natural there would be no maintenance. 

People like to see the workmanship that went into the brick-laying masonry to build the house.

Plain bricks can be aesthetic, and do not need maintaining.

Brick sided houses withstand the winds better than houses with wood siding.  In addition, they are easier to heat and cool.  Lastly, they look nice.