Depends where one builds their hay-bale house and if you want to insure it. AFAIK insurance companies won't insure these radical alternative types of construction. But then who really needs it if it is basically fire-resistant...?
I've wanted to do something along those lines, but out in the County out of the City limits and their codes. 100% solar and rainwater capture plus vermicomposting toilets Not up to code technically, but no utilities or septic system to contend with either. Hard to regulate when one isn't connected to the grid.