Yes, in the US they get therapy training during psychiatry residency, not med school.

I totally agree with you, combined treatment should be more common than it is. I suspect some don't provide therapy because they're not interested in it, while for some it's economic (seeing four 15 minute med check patients in an hour can be much more lucrative than seeing one meds + therapy patient in the same hour) or a matter of what setting they work in (psychiatrists doing therapy usually have to be in private practice since most clinics and other settings won't hire them for a therapy caseload).

It works so much better for me to get meds and therapy with the same person, though. Not only does it mean only one set of appointments to manage, but it means that if things are going poorly or there's a problem, my therapist can suggest a medication adjustment as one option among many, rather than it having to occur to *me* that the issue could be helped by medication changes and then going to seek that out.