Pretty much the same is true everywhere else though. A4 is just extremely common. All documents are printed in A4.
But if you want another size for a sign, blueprint or maybe a postage sticker it's easy to get another size.
If you want A5 just print the same thing twice on an A4 and cut it in half after or cut the paper in half first and then print on it.
If you want A3 you will obviously need a bigger printer (or you just tape two A4 together if it doesn't need to look good.)