The most common example is a wall with a toilet drainpipe. In the US, that requires a 3" inner diameter pipe - the outer diameter is 3.5", which is exactly the

The most common example is a wall with a toilet drainpipe. In the US, that requires a 3" inner diameter pipe - the outer diameter is 3.5", which is exactly the same as the space inside a 2x4 wall, but if you need any fittings, it won't fit, and even if you don't, the likelihood of being pierced by nails is too high when the pipe is right against the drywall. If you have a single-story house, there would be no need for such a drainpipe, so this is primarily an issue in multi-story buildings. Sometimes there's a central chase that contains these pipes (as well as HVAC ducting), but unless all your bathrooms surround that central chase, you'll need a 2x6 wall somewhere.