Why aren't solenoid/electromagnet windings insulated?
It is insulated. Have you ever noticed that sometimes solenoids are made from copper wire that seems distinctly non copper coloured?



This is called enamelled copper wire, and it available in a whole range of colours.



The insulation is just a very thin coating of polyurethane, polyamide or polyester. It shouldn't be confused with vitreous enamel, which is glass. The good thing about it is that you can easily remove the insulation by rubbing hot solder on the wire.