It is indeed how it's done in the UK. It's a bit of a cliché for British people to complain about American houses, but it's not that we don't have stud walls ourselves, it's just that we don't just go and paint directly on top of plasterboard. Both walls and ceilings are skimmed, with either plaster or shudder Artex. We also have dot and dab walls which are built from block, have a layer of plasterboard glued, leaving a ~6mm cavity, then skimmed with plaster.
Probably 99% of all drywall in the US is not painted directly, either. It is textured [0]. I'll go out on a limb and say that a substantial majority these days are orange peel texture on the walls and knockdown on the ceiling, made primarily with drywall mud (Artex seems to be essentially the same thing).
I'm not sure I would want a plaster skim in any case. I grew up in a house built in 1914 that had lath & plaster, and I've cursed the brittle plaster many times. We even had actual picture rails but my mom never liked to use them to actually hang pictures, amusingly enough.
[0] To be brutally honest, the texturing isn't for any particular reason aside from how well it hides minor imperfections. Having someone skim coat the walls and ceiling with a perfectly smooth finish is definitely a thing, but it's a good bit more labor intensive.