Grade crossings exist all over - they are so much vastly cheaper than the alternative that other options are often not reasonable. There are many possible reasons you don't see them where you are anyway.

I would guess that the reason you never cross them is that you rarely travel outside of cities. Within a city the population density makes the cost of not having a grade crossing (bridges are typically an order of magnitude more expensive) worth it. Often tracks converge into cities as well, so a grade crossing every half hour turns into the crossing closed more than open in a city thus splitting the city into parts: unacceptable.

I've personally crossed train tracks at grade in Western Europe so I know the crossings exist (or did 15 years ago when I was last there...) Though the freight train network in Western Europe is terrible by world standards (for both good and bad reasons), and that is going to drag down your sample size.