The US is particularly bad as you need an ESTA to transit. I had a friend nearly caught out by that on a flight from London to Lima which involved changing in Miami. When changing plane from an international to international flight in most countries you get off a plane, maybe go through security, and then get on another plane. In the US this isn't a thing. You have to immigrate into the country for 20 minutes.
Obviously if you land at Heathrow and fly out of Manchester then sure you have to immigrate, but not at the same airport.
Same at Dubai and Qatar, Helsinki and Frankfurt, Singapore. and Seoul.
Indeed last time I transited Seoul I stayed in a hotel airside for 12 hours before my next flight.
This requires a Direct Airside Transit visa, unless you are a citizen of one of the exempt countries or have a visa/residence permit from certain countries (US, Canada, Australia, New Zealand, Ireland, Schengen). Applying for this visa involves going to the local visa processing centre, so it is not an online or on-arrival process, and takes around 3 weeks.
A US citizen flying New York to London to Egypt does not need to pay £20 for an ETA "visa waiver" to transfer in London. A UK citizen flying London to New York to Lima does need to pay for an ESTA