15thc perception on swallowtail merlons?

[Pierre Dumont Himself]

That's remarkable indeed. In manuscripts, many of the merlons we find are also in places in the Holy Land. Did they have some exotic appeal, even for Italians?

Now on the other hand, it may just be that frescos are predominantly of religious scenes, so you're bound to get lots of merlons in religious urban settings? (Lots of the scenes you mentioned are set in/against Jerusalem, which is important to include in imagery).

Maybe, but I can't escape seeing them as leitmotifs. The Crucifixion is often set against a wall in the background, which sometimes becomes a small castle or even two, on each side of the cross. I have also encountered this setting in manuscripts from southeastern France. Another version, more common in the northeast, has two (groups of) people on each side or a large crowd around the cross. The Annunciation often takes place on a castle balcony, while depictions of Saint George and battle scenes tuck castles into the corners (though in some cases the composition includes a wall in the lower foreground). Archangel Michael, as the warrior of God, is never shown descending into a garden. Martyrdom scenes, regardless of the saint, can happen inside a building, on a street in the city, or on a field with no buildings. If it's in the city, there may be no merlons, one building with merlons, or every building may have them.  In a similar vein, Nativity scenes occasionally replace the stable with a wooden fence. 
Random examples: 

Villafranca Piemonte: Cappella di Missione

Bastia Mondovì: Cappella di San Fiorenzo