Just my experience. The systems you are referring to are most-likely residential heating systems, and not full-blown HVAC system that are based on a heat pump.

Asia: I have traveled for months in China, India and Japan and don't recall seeing any thermostats, aside from hotels and commercial spaces.

Europe: no A/C in most countries (aside from commercial projects). They make extensive use of residential heating using liquid pipes that pass through the building. In southern europe split ductless A/C systems are common.

South america: I believe they have both central air and split systems.

USA: central air everywhere!

Africa: no money for A/C. ;-)

The split systems are much more energy efficient, so they should be gaining ground.

Perhaps a more accurate statement would have been "thermostats are not common in countries where typical residential construction does not include accommodations for central heat/air." Good examples: Brazil, India & China. Sure, a window unit or ceiling mounted a/c will probably have a remote control and a digital display thermostat, but that is not nearly what this is about.