Actually, we already do.
Outside of air conditioning and heating, which I don’t believe to be part of your question, we have a variety of materials and technologies just for this purpose.
The most straight forward scenario is wall insulation. Basically, this isolates the air conditions inside the structure from the outside. So, any changes you make to one don’t greatly affect the other.
But, you’re looking for something better, right?
We are starting to use “cool” materials in warm/hot climates and “warm” materials in cold climates. Basically, most of your heat gain from sunlight occurs outside the visual spectrum of humans, so we have materials that are either more reflective or more absorbant to those wavelengths. Mostly this occurs on the roofs which receive the majority of the sunlight, but walls can be used as well.
You may have heard of “energy-efficient windows”, but these things are far cooler than you might imagine. Yes, they are insulated, but voids are filled with inert gases that transfer less heat across the medium (yes, I understand that that isn’t technically correct, but it close enough for this level of discussion). They also have a metal film between the layers of glass that works like an anode collecting sunlight energy and transferring into the wall mass where it increases the wall temperature slightly as opposed to the interior air mass moderately.
We use thermal mass walls in cold climates. Ever leaned up against a brick or concrete wall that’s been in the sun for a while. It’s warm if not hot. We do this in targeted areas within cold climate buildings. This has to be done in a very calculated way. Doing this without thought will likely create more temperature discomfort than easing it.
The last wall technology is about 60 years old. Phase change materials. You don’t see these a lot for two reasons. They are expensive compared to other solutions, and when they fail, they really fail. Basically, you have containers within your walls filled with specifically design salt solutions. Different components will change between gas-liquid and liquid-solid within our comfortable temperature range. What this means is that not only do they provide insolation they also provide endothermic and exothermic reactions to increase or decrease air temperature as they attempt to maintain equilibrium.
There is one other good old technology we like to use that pre-dates the greeks but it isn’t really a wall technology. The good old deciduous tree. Plant these near your wall on the sunny side, but far enough that none of the branches will touch the building. During the summer they are full of leaves and block the sun. During the winter no leaves and the sun warms up the wall.
There are others, but things start getting really obscure from here. Hope that helps.