Isn't the cavity there for a purpose? If yes, why is it ok to ignore that reason and fill it?
Quite simply, because over the years methods have been devised to fill cavities and we have become more energy conscious. My place was built in the latter days of coal fires. With a living room, kitchen and one bedroom coal fires and single glazed with Crittal windows and a massive coal store. Coal was subsequently replaced with gas fires, then later CH, but the place remained cold at times due to heat loss through windows, doors and walls. I have since fitted DG (twice) doors and added CWI. Heating bills are now a fraction of what they were and the whole place is warm and stays warm for many hours, even with no heat input.
The CWI made a very noticeable difference to the comfort level.