Is that true? According to this, in the US at least, "Roughly 35,000 non-citizens are serving in active duty military and about 8,000 join each year."[1] The US government also deports some of its honorably discharged veterans.[2]
That list includes, US, UK, France, Russia, Australia, New Zealand, and Israel. Further, many EU countries accept EU citizenship rather than limit things to their own countries citizens.
So, it’s reasonably common among western countries.
It’s common across big countries. Lot of that list contains things like from specific area only.
Rare amongst smaller countries. For me it sounds odd to serve in a military without citizenship. Finland even allows some men to skip the conscription if they do not live in Finland and have dual citizenship.