Bruce,
Foam construction is relatively new, and many of us started in the hobby before foam became popular. We developed the techniques of scenery building using other materials, and are comfortable with them. Changing to foam would require learning a whole new set of techniques.
For my modules, I start with expanded aluminum "gutter screen", which can be formed to the shape I want, and it retains that shape. I next apply a layer of paper strips soaked in 50/50 water/white glue, and when that dries,I "paint" plaster over the paper, Three or four coats. This makes a shell about 3/32" thick.
See "photography,scenery,books,etc.", "module photos" for the results. I have been showing these modules for 15 years now, and the scenery continues to survive the trailer trips to and from shows. They also made the trip from north of Chicago to St. Louis for the 2001 National Train show, packed with the rest of a 40' X44' layout, in a 26' Uhaul truck.
I am not opposed to foam construction,merely comfortable with what I have been doing. It seems to work well, and I can still carry the modules up and down the basement stairs.
Pete