Well, sure, they’d have figured out solutions to verticality... in their own environments, through architecture that allows them to walk up onto their roof, or urban planning that works around sheer drops. Why would you expect them to have solutions for environments designed and efficient for bipedal primates? And why would you expect bipeds to build their environments with solutions for quadrupeds?
Coming up with adventuring environments designed for centaurs could be an interesting exercise in creativity and could really set a campaign setting apart, but it’s a major undertaking with broad implications for the campaign setting. Bottom line: it‘s pretty ridiculous to join a table expecting a GM to accommodate that sort of adaptation on the fly simply because the player wants to play a centaur.
So, I more or less agree with your bottom line, absent all the different factors that influence how gaming groups form and members develop their expectations.
The rest is more or less thought experiment territory, which I find fun so I'm gonna follow the tangent.
First things first, yeah, centaur settlements would probably be structured on the path of least resistance to address verticality. Probably looking sloping inclines or something. Maybe not much different than the highway system.
As far as why they'd address bipedal primate architectural verticality, trade and war seem like low hanging fruit to me. As far as how they actually do it, the easiest solution is dnd b.s-ery of some variety, whether magic, technology, or, biology. Or, it could just be as simple as centaurs having completely jacked upper bodies, because they expect to have to deal with the issue regularly, like as a cultural feature In the same way that pilots have to learn English, they expect and train their merchants and warriors to overcome these vertical challenges.
As to why bipedal primates would build their settlements to support quadrupeds, similar deal, trade at least, diplomacy probably.
Basically there are reasons. Reasons, that I don't really think are that outlandish.