The highlights on your "bricks" suggest that they are noticeably rounded, which bricks are not (some stone buildings are made out of stones like that, but red bricks are almost universally shaped to have flat sides). The only highlights one might see on a brick are tiny details (inappropriate for most pixel art) and a highlight running along one of the sides if the mortar is very shallow (quite common to depict in pixel art, but not necessary).
Here's an
image of a very textured (probably old), sunlit brick wall I found. Look at the highlights. Notice how none of them are like your rounded ones, even though these are weathered, rough bricks. All the highlights either run along an edge, or follow the entire face of the brick (where the brick is angled in a way that reflects the sun towards the camera).
Your bricks on the side of the building (presumably seen in profile) are too textured. It's okay to give them a "smooth" profile, you don't have room to give them a real broken silhouette because of the scale you're working with. If there's anywhere that you can indent, it's the mortar between the bricks. You can suggest the texture with appropriate placement of light and shadow (and, if possible in your constraints, AA).
Also, bricks don't just suddenly stop interlocking between walls. The walls should be interlocked! So, from profile, you'd see some bricks reaching to the end of the wall, and the butts of bricks from the other wall (the butts look identical to half-bricks). One of the strengths of brick is that they help create strong corners via this interlocking.
Visual example.