I'm pretty sure the main reason is that bricks are completely different to avatars, skys, items, etc. Bricks use a different system. Before Retail, blocks were Static Shapes (Or something similar). They were possibly colourable to any colour, although i'm not sure, thats just a guess based on what little knowledge i have. However they were changed to the fxDTSbrick system which is a lot less laggy, meaning that you could have 100,000 bricks without lagging while before you could have around 1,000 (Again, estimates). So you could make bricks which use Static Shapes or whatever method works, and be able to colour them freely, but you couldn't make anything big out of them without a lot of lag. You would gain the advantage of having no brick grid, scalable, and movable though. Might be worth looking into.
Actually, now that i think about it, the Elevator Events use static shapes to replace bricks..