Except they did.  Walls and roofs saved enormous numbers of lives.  

Most people aren't killed by the concussion of bombs, rockets, or artillery, but instead by the shrapnel emanating from the explosion. 

Shrapnel will bounce off of walls.....but will jag into skin and bone with unimaginable viciousness. 

Crappily built Iraqi walls surrounding homes in Fallujah saved my life at least twice, once from an 82mm mortar round and once from a rocket.