None of the cars I have driven in the last decade had physical keys. Owned a Nissan, Mercedes and Toyota, rented various BMWs, Peugeots etc...
I have never had to actually use it, but looked into it when I got low battery-warnings to make sure I would not be locked out.
Assuming this is not a legal requirement I am sure there are models where this is not possible though.
Other cars probably have other solution. It was possible in my case as well (not BMW) but do not remember the process.
Because besides personal experience, googling the proximity keys of all of those brands shows the expected pop-out keys.
Also photos of various models from all those brands in 2020 show key holes on the driver's door, which would suggest there is in fact a key somewhere that fits it.