Brick isn't particularly air-tight. In particular, in old houses the joists -- the pieces of wood that hold up the floors -- are set into pockets in the brick, so at the end of the joists the brick is extra thin and it's easy for air to seep in there. It then flows into the space between the ceiling and floor, and from there into the room.
In modern construction -- if done right -- they take great panes to make the walls air-tight. Until about the year 2000 the prevailing wisdom was "houses need to breathe" and cracks were deliberately left where floors and ceilings meet walls, covered by trim. The remedy is to remove the trim, caulk the cracks and replace the trim.
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