You can stick (dab) insulated plasterboard to an outside wall, if you don't want to lose any space in a room, and want to improve insulation, say in a cold utility room, that only has a single skin wall.
In such a case the wall must already be free from dampness.
But we are talking about a room that will have high moisture content because of all the tanks of water.
A single skin brick wall, even if it it is sealed properly and has no signs of dampness, will be the coolest surface in the room, especially in the winter, and the moisture in the room will condense on the walls because of this, and quite quickly your walls will start to stain and mould will form.
A cavity wall is designed to stop this, a quick example is a double skinned brick cavity wall.
You have two layers of brick with a cavity inbetween, cavity approximately 50mm (but can be different), and the cavity is usually ventilated.
The outer skin will be cold, especially in the winter, while the inner skin will be warm from the heating in the room, and any dampness that comes through the outside skin will condense in the cavity and run down the cavity and drain away.
A more common method these days with new houses is a timber kit house, where the outside skin is brick, and the inside skin is timber framing, with a cavity inbetween, and the inside of the house dry lined.
The cavity construction is not important, but works the same as the old double skinned brick cavity walls.
A more simplified method of forming a cavity, is a 2" by 2" stud wall built 50mm from the face of a brick wall, and the stud wall then dry lined.
Edit, the cavity gap dosn't need to be 50mm when building a partition wall like this, it can be as small as 1/2" gap, as long as there is a gap between the two walls and the partition dosn't touch the external wall.
Also any packing in the middle of the wall to strengthen the partition, should have some D.P.C. behind it to stop any dampness from the external wall crossing to the partition.
The gap between the two walls acts like a cavity, where the inside wall is warm and the outside wall is cold, and the moisture in the air will not condense so quickly on the walls.
An extractor fan will help with moisture in the air.
A fish room is much like a bathroom in constant use, well maybe not as extreme.
I went the penny pinching way when building my hut and have regretted it since.
I used 4" by 2" studding, timber cladding on the outside, 2" kingspan fitted tight to the inside walls, hopefully forming some sort of cavity, but i was dreaming, though the costs were running up.
My hut walls are basically one skin and in the winter my walls are the coolest place in the room, so the water condenses on the walls easily.
I invested in a decent sized dehumidifer with a constant drain, which helps a lot.
H.T.H.