I will never understand why we fill our walls with mechanical and electrical infrastructure and then wrap them in a paper and plaster, which then needs to be torn, broken, and repaired in order to maintain said infrastructure. Pipes will fail. Wires will fail. Ducts will fail. Maybe not in 5 years, but over the span of 20, they will. Why make them so frustratingly inaccessible?
In addition to being much more attractive than exposed infrastructure, drywall and the insulation that gets put behind it help make your house much more energy efficient.