Not sure where you're writing from, but it's very common in the US. This article (https://www.thekitchn.com/why-you-should-almost-never-use-th...) quotes someone who works for an appliance store in Cincinnati who says it's difficult to sell an oven without that feature. And as others have said, every oven I have every owned (or that my parents owned when I was around and capable of forming memories) has been self-cleaning.

Maybe it sounds fancier than it is? Is not like it has a little robot that cleans the oven. It's just a mode where the oven can get the internal temperature very high (up to 1000 degrees F according to that article) that just incinerates any organic material stuck to the oven walls.