The bricks extend into the cavity region behind the brickwork. Here, pretty much all homes have a gap between the brickwork and the structure to prevent moisture transfer (although in recent-ish history firms have done cavity insulation, which often has negative consequences as done poorly can result in quite extensive damp and mold).
I would think the cavity will be filled with insulation and if you remove it and install there this empty brick you will be leaking heat through this place which will be significantly coolder/noisier.