So have I I appreciate that having air brakes adds a lot of pipework to locos, as it requires a lot more than vac brakes, but still. 45407 has air brakes and isn't covered in pipework. I suppose it comes back to ease of maintainance.
I Remeber Asking The Same Question And I Was Told (Wether Its True Or Not) That The Head Hunchos Of The Big 3 (Not Southern) Didn't Like The Apearance Of Exterior Pipework So Tryed To Keep It At A Minimum At The Expense Of Maintenence Time And Cost. The Jinty For Example Has Pipework Running Thugh The Boiler For The Displacement Lubricator. The Southern Railway Didn't Have The Same Attitude As Many Of There Locos Had All There Air Pipes For The Westingouse All Over The Place. Thats What I Understand Anyway xD