This kind of wall building method is used for exteriors primarily to fullfill some special requirements. It helps to keep the object low-poly (for using it later in real-time engines) and it helps modifying when we are creating draft models and we expect that we have to change windows, doors several times during the design.
It works perfectly with the modifier system in Max; in this video I tried to adapt it to Blender.
I will give more info soon, how with some simple tools it would be as efficient as the toolset Max offers.
Enjoy and write me critiqes; don’t forget, I’m a newbie in Blender!