Go back 3000 years (or heck, *300* years) and say we could build 120+ story buildings and they'd laugh at you. The means and materials just weren't available back then*.
*Okay, maybe they were? I don't know, I'm no pre-industrial revolution historian. Still, the point stands. With sufficient technology, anything is possible. We know that the Imperium has access to some fantastically durable, malleable metals or alloys (thanks to the likes of Terminator armor), so is it so far-fetched they'd apply them to their walkers and titans?
Both architect and materials were not there and lets be honest who in the world would walk 120 stories worth of stairs everyday?