Here's a possibility to consider:
Build the shell and cover it with exterior 4x8 plywood, as you are
aware. Then put in the insulation, and maybe a vapor barrier..
and sheath the inside with plywood, so that from the inside, it
looks like an exterior wall.
Then, put in another stud frame, identical to the outside wall frame
on the inside, up against the interior sheathing.
From the inside, it will look like a bare framed, exterior plywood
like you enjoy. But you will have a layer of insulation in the
stud frame that can be
airtight..... This "interior" dummy frame will be inexpensive, you
will be well insulated, AND if you , or some future buyer, were
to decide to add more insulation and sheetrock at a later time,
be all set...... It is a win-win....
Just a possible suggestion to get the appearance you want, and
have an insulated structure at the same time......