Well, we do it because the darn dough always sticks to the rolling pin! and the paper doesn’t stick to the dough.
But, I’m not very experienced - I usually make a very free-form rustic kind of pie.
(that’s my story, and I’m sticking to it :-)
I guess doing it without wax paper dates from before wax paper existed. You just keep the dough dry by keeping it from getting too warm, you brush off the rolling pin constantly if any little pieces stick, and you use lots of flour everywhere.
Harder and harder to find good pastry anywhere. Harder and harder to find good food anywhere. We won’t starve. The quality will just get lower and lower. C’est la vie in 2019.