The high walls were for keeping the near endless, scouring winds out methinks. Even today houses still use the same system of having walls to keep the wind and cold at bay.
Even within the little sunken (out of the wind) dwellings at Skara Brae, the houses have little seperated cells, tiny doorways and walled off bed recesses to cut down on the drafts.
My Uncle Jimmy once owned an old fish smokehouse at Ayr Harbour (on the Newtoin-on-Ayr side of the River Ayr). There were three hearth areas for the small wood fires/ smoker ovens above and there were four doorways! There were a few broken tools lying around too. Was it a temple?