Actually only postgresql does it this way (by storing data in the heap and not in the primary index). Mysql(innodb),mssql,oracle uses the store the row in the primary-key.
Only Innodb does it by default. The others use heap table by default.
MSSQL allows clustered indexed table as an option to order the physical storage of rows. Oracle has index-organized table as an option.
Edit: They don't use clustered indexed table by default because record insertion is very expensive since clustered index forces the table to store the records contiguously in the index's order. Also Innodb is not truely clustered indexed. It only stores records contiguously for one page at the B+ Tree leaf level. Records in different pages are scattered all over even if the index values are sequential.
MSSQL allows clustered indexed table as an option to order the physical storage of rows. Oracle has index-organized table as an option.
Edit: They don't use clustered indexed table by default because record insertion is very expensive since clustered index forces the table to store the records contiguously in the index's order. Also Innodb is not truely clustered indexed. It only stores records contiguously for one page at the B+ Tree leaf level. Records in different pages are scattered all over even if the index values are sequential.