Interior or central chimneys make more sense to me than ones against an exterior wall, and they seem common enough in houses of a certain vintage at least. If your chimney is on an outer wall, doesn't it radiate heat to the outdoors?
Chimneys on outer walls are worse on every measure compared to internal ones.
They loose heat to the outdoors as you say and since they cool down a lot faster than the internal chimneys it is also generally harder to get the fire going when re-lighting. The chimney on my house is on an outer wall and when it's below 0C I have to light a fire every day or it becomes too much of a hassle to get it going.
Old houses in New England were built with internal chimneys for the same reason (less heat loss).
Houses in southern states were built with external chimneys which made sense for a couple reasons. Back in the day people would keep a fire 24/7 for cooking and that fire + southern heat is uncomfortable. Because of the shorter cold season the chimney was on the outside of the house. Also, in the case of chimney fires you could tie a chain around an external chimney and rip it down with a horse, hopefully saving your home.
The ones on the outside can use outside air to go up the chimney, avoiding the problem listed above. Harder to do with inside chimneys.
Last place I rented with a fireplace, there was a metal door in brickwork below it in the basement. It wasn’t until after I moved out that I realized what it was for.
Wood ashes also collect in the small chamber in the basement under the chimney. As a child in Michigan, one of my hamsters escaped his confinement. Poor little Pinky couldn't be found in the house, but a couple of days after disappearing my Mom found him in the chamber covered in ashes that had cushioned his fall. (He made a full recovery from his adventure.)
I think if you're having to worry about makeup air cooling the house down than your fireplace heats it, that's less to do with chimney placement and more with how the fireplace is designed. I.e a gas flame in a fireplace with no appreciable thermal mass and a chimney that pipes the heat straight out is where I'd look to first as a problem.
A massive stone fireplace that's heated with a single load of fuel, then has its chimney flaps closed to keep the heat from escaping, is going to be much more efficient. I wonder if maybe the fireplaces in many parts of the USA are actually designed to not heat the house too much, given the usual weather in e.g. Texas.
