You'd have to, like, add a whole other layer to the inside or outside

That is, actually what they do, by my understanding. If the house isn't brick, then when you need to replace the siding they will actually put an entirely new layer of sheathing on over the outside, something like Zip R that has poly-iso foam insulation and acts as an air barrier. They then can put siding back on that fits the original look of the house, hopefully using architectural elements and details that were saved from teardown.

Another way is to go from the inside, and rip out the walls to the studs while saving trim pieces and put in new insulation and replace the horsehair plaster with drywall. Then you'll be dealing with special ordering non-standard modern double glazed windows in weird sizes, because if you wanted to use the standard window sizes you can't use your beautiful old growth mahogany trim pieces lovingly carved for your whacky leaky windows.

The attic is often not that bad to insulate because there should be relatively few cut-ins and blown in cellulose can go everywhere, but then you miss out on your perfect gothic "Wednesday's room" unless you want to spend even more money trying to figure out how to get all of those turret towers and vaulting and weird rooflines into your envelope.

So, it's possible, just prohibitively expensive