You still have to show some ID in EU, I think (at least that's how it works in CZ and SK).
You can go into a store, pay 5€ and walk out with a new line in less than 5 minutes though.
It's mainly due to terrorism and security excuses, not real reasons.
In Australia you also need to show ID, but it is very quick. Although expensive.
UK was the best, and for £15 all you can eat data.