The data bus size being multiples of 8 is linked directly to the 8-bit byte.
The address bus is different: implementers provide as many bits as needed to access all the memory the processor supports. In the case of the Pentium Pro, it can access 64GB, so it must have 36 bits.
However, board makers can implement fewer bits of address than the processor supports, if they want to have a board that supports less total physical memory than the processor itself can handle.
Operating system software needs to be able to store those 36-bit addresses, and almost certainly stores that in data structures modulo 8-bits!
Application software on 64-bit processors will generally use 64-bit words to store pointers, since they want to be independent of the actual memory limits imposed by the processor, board, operating system, and available (virtual) memory on the user's system.