I think in some English rental properties these are compulsory. (Or Yale latches).
https://www.wickes.co.uk/Yale-P-ET3535-SNP-Euro-Profile-Thum...
But having it not work this way is very unusual in the states, while common to not exactly rare in some other places.
I have never seen an exit door in Canada, or the United States, that could not be opened from the inside. I'm reasonably confident that is super illegal in those countries.
I suppose this can be avoided by not having any windows close enough to your doorknob that you could reach the lock from them. But people could just break a window and climb through into your house, anyway.
They have a knob that doesn't have a locking mechanism at all and a deadbolt that locks from the inside without a key, but cannot be locked without a key if you leave.