Three season room question
We are having a 3000 sq ft home being built in a Chicago suburb. We are having a 15X13 three season room with a cathedral ceiling added to the back of the house. My original thought was to have this as a true three season room and have no HVAV connected to the room and shut off from the rest of the house. The contractor is going to use a tongue and grove wood to finish the ceiling and the floor will be concrete when we move in (I will lay some slate tile as a DIY project). My question is what material would you use to finish the walls? The two options we have discussed is regular drywall or some kind of soffit material. I'm not really sure what is better in the long run. Since this is unconditioned space are there moisture and mold concerns if I use dry wall?
Any suggestions and thoughts would be appreciated.