I mean seriously...if they had a problem with people having privacy then they should ban all Curtains to all houses/homes.

No need, they just scan through the walls anyway.

True but that doesn't exactly show what a person is doing behind said walls/windows/etc.

Would that work on a thick concrete wall?

Not exactly high definition but this article from 2011 shows some pictures using a "new" scanner through 4-inch and 8-inch concrete walls

http://www.businessinsider.com/new-scanner-lets-military-see-through-concrete-walls-2011-10

"applications in disaster relief for finding people trapped in rubble"

Yeah right