> Probably 99% of all drywall in the US is not painted directly, either.
I'm not sure about the exact numbers, but I'm pretty certain this is a vast overestimate.
I've painted a more than average number of interior walls in the US (both personally and professionally) and except for a few that were wood, adobe, or lath and plaster, all the rest involved painting directly on drywall. Sometimes the base paint was applied with a thick nap roller to achieve a degree of texture, but I never textured one with something else before painting.
All I can guess is that there are large regional or cultual differences here, and each of us is having a very localized experience.
“Level 5” drywall has a skim coat of plaster over it. It’s very common.
My experience (South and NE US) is that walls are painted and ceilings are textured. More labor is required to produce a good finish on a drywall ceiling and knockdown and popcorn finishes arose to reduce construction costs.