There could be several causes such as moisture, painting over a greasy/dirty surface, etc.

Is the wall wood, sheetrock, metal, etc?

Regardless of why it's doing it you will need to remove that paint as it will only continue to peel. Once removed you can clean, sand, and prime the surface correctly and achieve a paint job that will last a very long time. Preparation is the key to a good paint job.

Paint shouldn't peel, especially if nobody is even living there. Is this wall paint or just the trim? It could be that they painted with latex over oil based paint without sanding or cleaning it. Kilz2 isn't a really good primer for anything. Zinnser 123 is better and Benjamin Moore Fresh Start is good too. When you peel the paint off, those areas that are exposed need to be sanded before you prime or cleaned, or both.

is it possible that the room in question is not insulated and any of the walls are external walls? I have a garage that was never insulated yet it was finished with sheetrock. It has been painted so many times, with primer. It wasn't until we had to do a plumbing repair that we discover there was zero insulation. Paint peels constantly and the garage looks awful, just awful.

Unfortunately it is low on my list as we're going to have to remove all sheetrock, including roof, insulate, rewall and then paint. Practically rebuilding the darned garage.

I have also experienced the same problem and I was wondering what could be the causes.
Can somebody tell me?

Here is a link that might be useful: Asheville

Whatever you do, don't hire Asheville Painting Company to fix anything. It's well known in their area that most of the people they hire are crack addicts and pedophiles. Most times, they take the deposit and run to buy more crack. Stay away.