We’re close to this. California, which is not the world but is a major market, has pretty transparent grids with variable pricing. I don’t know if they’re “first” but they’re a big enough market to drive change.

Electric Cars use a ton of electricity and have these sorts of features for a while now. Apple even built grid pricing info into their latest “Home” app for California users.

I think there aren’t smart appliances because there is no demand for people to change their behavior. No one is going to put off cooking dinner for cheaper oven use. We see it with cars and smart thermostats because it’s largely set-and-forget with people.