Forced air heat is a lot more common in the U.S. because we are further along on adopting air conditioning. If you put in ducts for AC, it's cheaper to use those to distribute heat. Upscale construction does seem to be adding radiant floor heat.
Houses are generally pretty under-insulated though.
Air is a pretty bad transport agent for heat compared to water. To heat a house (and especially poorly insulated ones) the air either has to be rather hot or flow pretty fast. The former is not very comfortable because of the large temperature gradients and it can cause a 'scorched dust' smell. The latter is also not very comfortable when you're in the flow path, it's noisy and the increased flow of air in the room means more heat is escaping to outside.
It can work for well insulated and airtight houses but I'm not a fan (pun not intended) because you're tying two different functions (heating and ventilation) together.
Houses are generally pretty under-insulated though.