Why is there a delay in when the heat comes in from outside

Why is there a delay in when the heat comes in from outside with heavier wall constructions? Why is this advantageous?

Solution

heat transfer through the wall is inversely proportional to wall thickness, as large will be the wall thickness, heat transfer through the wall will take a large time to come from outside of the wall to inside and same for inside to outside. hence we can manage temperature inside the room for a long time.