Noise travels directly through even the smallest air hole.
As mentioned holes around joists & beneath floors are a prime
candidate.

However the same can apply to brickwork.
Brickwork may have open frogs/holes, that is to say they are not
filled with mortar which significantly reduces their ability to block
noise. Likewise perpendicular mortar joints may be little more than
pointing, again reducing the effective mass at the mortar joints to
noise transmission.

If the wall is bare you may want to examine the brickwork carefully.
A double layer of 12.5mm plasterboard can help to at least blur normal
conversation.

If the walls are bare, and solid brick, insulation now is a very good
time :-)
Choose internal furnishings to absorb noise makes a big difference,
the neighbour may well have hard floor, no curtains, hard furnishings,
so making the acoustic effects more prominent to your ears.