When building a house, there are usually many different layers to the external walls. The outside layer protects the other layers from water, then there is a thermal insulation layer, then a structural layer which supports the weight of the roof above, and then a possible inner layer to protect the wall from the inside and/or look nice.
If you build houses from natural or recycled materials like timber or cardboard, there is nothing stopping you from having a really thick insulation layer; just how thick you want the walls to be. This is the same with stone houses; you can choose how thick to have your insulation layer.
In the case of straw bale or hemplime houses, the straw and the hemp ARE the insulation layer, with timber usually being the structural layer. So if you were to build a simple strawbale house with a timber frame and a simple stone house with no insulation, the straw house would be warmer.
I hope this answers your question :s kinda feel i babbled a little bit!!