Not once have I seen this anywhere in Europe. I'm sure you're talking from experience and it's a thing, but it seems to vary from place to place. It sounds a bit inefficient.
The problem with busy crossings is that if both cars and pedestrians have 'green' at the same time, and the traffic is busy (i.e., someone would be walking/driving for most part of the green light), then it's very inefficient for cars needing to make the right turn, that need to cross with the pedestrians. In some street plans (e.g., interleaving one-way streets w. no left crossings) the right-turn traffic is very heavy and has a separate lane; so delaying them is bad.
There are two okay solutions - either you desync the lights, so that there's some gap where the pedestrians have a red light but cars already/still have green, so that they can make that turn; or you make a 3-phase crossing; A-cars have green in one direction; B-cars have green in the other direction; C-all cars stop and pedestrians can cross across and diagonally. It works okay.
What's not a solution - 'right turn on red' doesn't solve it; this problem matters in heavy car/foot traffic, and in such traffic there aren't any safe opportunities to do so.
I don't think it's that common - I've only seen it a couple of places, but it happens. Most places in Europe I've been, there's car traffic going in parallel with the pedestrians.
The most "famous" example in Europe of all traffic being stopped at once, I suspect is Oxford Circus in London, where they changed to start doing this a few years ago.
The reason to do it there, though, was to allow pedestrians to walk in any direction (diagonally as well) across one of the busiest crossings in the country. This BBC article refers to it as a "Japanese-styled system":
Most sets of traffic lights in the UK allow diagonal crossing, as in all traffic stopped at once, it's just not that common to encourage pedestrians to cross diagonally. What you never get in the UK is the condition described above, where pedestrians and drivers are directed to use the same bit of road.
There are also plenty of junctions where some car drivers are allowed to proceed while on other bits of the road, pedestrians are allowed to cross. So (typically) each road into the junction has a central island and the pedestrian controls for each half of the road are separate. On those junctions, it's never safe to go across the middle as there will always be some traffic moving.
