Earlier quoted context omitted.
With hollow walls you can just use blow-in wool or cellulose insulation to make it even better. Can't really improve concrete without gluing polystyrene to it. Hmm, could you just mix expanded polystyrene balls in to cement to make a high-R composite that's still strong enough to be structural?
Usually concrete walls have a foam core. Solid concrete is only about R0.5/in, about half as good as wood. Even so, insulated cavities are totally obsolete. Exterior foam is far superior.
Totally with you on exterior foam though, you want the insulation outside of the thermal mass if at all possible.