As for air sealing. It's a concept that has to be integrated with the build from the start; it's not just an add-on, though there are things that can be done to increase efficiency. For instance, instead of spray cellulose, you could consider "flash and batt", which combines spray foam and fg. And, if they're not included, sealed electrical boxes, insulated and caulked headers and caulking at built-up posts in the exterior wall will also improve air sealing.

The overriding difficulty is that at this point during the construction, most builders cannot or will not change their traditional approaches. And, to the extent they can change them, you might not be happy with the extra costs involved.

I wouldn't be in a rush to substitute cellulose for fg at this point unless I could be assured that documented moisture tests would be taken before the cellulose is enclosed. As well, despite claims of some cellulose enthusiasts, cellulose is not an air seal. I would be concerned that this common mis-perception might result in some short-cuts in air sealing.

While air sealing is certainly easier at the framing stage (as the parts and pieces are going together) it can still be pulled off prior to the insulation stage, and actually fairly easily. Caulking top and bottom plates are a start. You can air seal the exterior sheathing plane as well by taping the joints of the sheathing (priming the seams would be required with typical osb). I perfer to detail the air barrier at the sheathing plane.
If this is not possible, the air barrier can be on the interior of the wall plane, at the drywall plane. Air tight drywall approaches would need to be done, including air tight boxes, caulking or gaskets at top and bottom plates, around windows, etc.
These above methods will give you the tightest options but do increase costs.
The other, cheaper option you can do is go around the house caulking all wood to wood joints in the exterior walls. Such as caulk the bottom plate to the floor sheathing, caulk and foam around windows, caulk around window sills and header to sheathing planes, etc.
Flash and batt is a good way to seal up the wall plane at a reduced cost (still higher then sealing at the sheathing layer or caulking) but it fails to address air leaks at sill and head plates in the wall and around openings.

Talk with your contractor and see if he is familiar with
any of the suggested options and go from there. As I tell everyone, improving the house shell is the only place in the house that will give you pay back on your investment (assuming you dont over invest, none of the suggestions would produce that however). Put the money here first in your home. It is not just about energy bills that will always continue to increase, but its about the overall comfort inside the home, the health, quieter, etc.

In my area, the foundation would help support the brick and you would change all that by adding foam sheathing. Siding would not be a problem.

Is the GC offering GreenFiber cellulose insulation that used to be called Cocoon? If so, there are several versions of it so you need to tell us which one is being offered.

"Blow In" is loose fill usually for attics.

"Dry dense pack" is used in walls for greater air infiltration resistance

"Stabilized" is wet spray applied with an adhesive and it can cause moisture problems during construction.

I would want to see a written description of the system being proposed and to discuss it with the original designer of the house and/or the insulation contractor.