Classical DSA and ECDSA do not use hash functions this way, but in my opinion they aren't stronger for it: they're basically assuming instead that some other mathematical function "looks random", which seems riskier than assuming that about a hash function. I've heard that the reason for this is to get around Schnorr's patent on doing it with hash functions, which has since expired.
The SHA3 and SHAKE hash functions (underlying e.g. ML-DSA) are explicitly designed to "look random" as well.
There are some signature schemes that try not to make such strong assumptions: in particular SLH-DSA targets properties more like first- and second-preimage resistance, target-collision-resistance, and so on.