Truth is, I have had a number of showers that didn't utilize an exhaust fan. Certainly helps, but no reason that you can't open the window once in a while, just takes some diligence. The presence of a window allows for construction without a fan in most code books. You are right that the brick wall complicates matters. Its not insurmountalbe, but under the circumstances I probably would have done the same thing.
One clue I didn't pick up on before is that the soft wall is above the window. Also, this is a brick exterior wall. Take a look to see if moisture could be entering from outside at this location (gutter and overhang condition). If the problem was related to the shower and bath, I would expect the problem to be more wide-spread. The problem could be more related to how the window is sealed inside or outside than surface treatments.
No question you will need to air-out the room and prep the surface for re-painting, but your contractor may be of assistance in troubleshooting this. It sounds like he did everything right, and I suspect that given the right approach he could be helpful in resolving this a new(?) problem.