I don’t know about Schengen but that’s not correct for Japan. You can get a visa to visit Japan from an embassy in a country you’re not a resident or national of, there’s no requirement for the visa to be issued in your country of nationality (although some embassies may choose not to accept applications from non-residents or non-nationals).

The Japanese embassy and consulates in the US only accept applications from residents of the US.

E.g. the NYC consulate: https://www.ny.us.emb-japan.go.jp/itpr_en/visa00.html

> You may apply for a visa at this Consulate if you are currently residing within the area covered by this Consulate.