This is a scale model city being built with black foam core. All of the structures you have just seen were built using this process. Why use foam core? When building a structure, out of any material, there are two important aspects of construction to consider:  The appearance of the finished structure, and the strength of the finished structure.
Simply put, you want a convincing model that looks great that won't fall apart from handling, vibration, age, or even the occasional bump. When building with wood or styrene its hard to handle strength and appearance separately. The very panels that make the walls are both decorative and integral to the strength of the building. Fastening the corners by butting two parts at a ninety degree (or some other) angle is a structural requirement that seldom adds to the appearance of the model and making it strong sometimes puts appearance at risk. This is not always a big problem but it can be if you are fastening walls at other than ninety degrees