http://appsso.eurostat.ec.europa.eu/nui/show.do?query=BOOKMA...
Sure, it's not non-existent, I have many friends who have done it at some point in their lives, but it was always with existing friends. Advertising for a roommate, i.e. inviting a stranger to share your place is very unusual.
People's expectations of privacy are simply much higher.
The cheapest form of housing for college students is one where you share a kitchen and a living room with a bunch of other people, but everyone has their own private bedroom and bathroom with a door that locks. College dorms is just not done.
It is possible to rent a room in someone else's apartment, but usually in that arrangement the apartment is built such that the part that's rented out is a bit more off, has it's own bathroom, and has its own front door.
When a college student talks about their roommate, yeah that's the freaky situation of being an adult and not having your own bedroom.
But on other contexts it just means what I would call a "housemate". You're not actually in the same room.
(my uni had both twin and single rooms, and the twin was maybe 60% of the price)
I think you're just sheltered; in every country in Europe that I lived in or had friends live in (Poland, UK, Portugal), students and young professionals flatshare. Or live with their parents, but it comes out to the same thing. If you're not already independently rich, you can't afford a single bedroom flat on your own.
The simple fact is that a two bedroom flat split two ways is always going to be cheaper than two single-bed flats. There's obvious efficiency in using the space effectively - no point in every single person having their own kitchen, bathroom, living room. Also, it makes sense that most flats built are 2-bedroom or bigger; that way they can be used both as flatshares for young people, and flats for families.
You don't have to live with someone you don't like - you get to pick your flatmates.