UK actually handed me a SIM at the Airport (or did I just pick it up from a counter) and I used it throughout my stay for a few months. Isn't that the case anymore?

It's probably a courtesy thing that one company or another arranged for you, or some kind of a promotion. I never had this happen to me.

It's generally the case that if you want a prepaid SIM card, you go to pretty much any shop to buy it for a nominal fee (usually just £1, but shops that rip you off may charge up to £5 in some cases). As soon as you buy and activate a top-up voucher, you are good to go. At no point is your identity or a card payment required.

There are vending machines full of SIM cards at Heathrow, so I'd say they're still available.

Are those card only though?

I don't think I've seen a non-CCTV'd store that sells those in years.

I don't think I’ve seen a non-CCTV’d store in the US for years, especially not a convenience store/gas station, so that's not a difference.

You might be surprised at the number of cameras that are fake, or not actually recording. It largely depends on whether the business has insurance and if the local police actually investigate petty theft.

Convenience stores and gas stations in the US are frequent targets of armed robbery, which is what the security is for, not petty theft. (There may be some that count on camera shells as a deterrent rather than having live cameras, but if so it has nothing to do with whether the police investigate petty theft.)

Same in Netherlands.