Wood is a much better insulator than those two materials. At cold temps even the fasteners holding on cladding over foam sheets is a significant source of lost heat, so if screwed into wood instead of steel framing, you conduct much less heat.
Obviously there are various schemes to mitigate (not eliminate) this loss and others. It all takes expertise and money, both of which will be in short supply.
Also it's not like Greenland has an excess of concrete or steel either.
