Do you have evidence of this? If I'm reading the comments right, the person you're responding to called out rural areas. I believe many rural areas around the world do not have sidewalks (assuming you mean the paved kind) where there are miles between houses.
My comment was tongue-in-cheek. I don't have evidence that all countries on earth have sidewalks in all rural areas.
That said -- I was born, raised, and have spent most of my life in rural UK and it would be absolutely preposterous if those areas didn't have pavements.
It absolutely varies. I've done multiple long distance walks in the UK and I've definitely run across areas where's there's not only no sidewalk but a complete lack of shoulder between the road and a hedge or stone wall.
