But a brick wall only stops some things. Neutrinos will pass through it. Radio waves will pass through it. Neutrons will probably pass through it. Even gamma rays will pass through it with some probability. Muons will pass through it. Neutral K mesons will pass through it.
For the most part, a brick wall will stop significantly massive objects, and little else. (If you don't like the fact that it stops some frequencies of light, then we'll use a clear material.) What else do you want a "gravity insulator" to do?
As measurable gravity appears to emanate from or is present basically in the vicinity of large masses, eg the earth, I would expect a 'gravity insulator' to block/lessen the effects of 'gravity' from what ever it surrounds, not counteract them, as a rocket does.