In the US (and I guess in most countries that don't use ring mains) there is one main fuse/breaker for the premises and 20-30 circuit breakers in a panel, each rated for the appliance it feeds. The outlet GFCIs are common, but they don't need to be in every outlet; a single GFCI outlet can protect the entire circuit if it is wired first in line. So I don't see moving the RCDs from outlets to the panel would save much energy.
But wouldn't that make the line between the circuit breaker panel and the first GFCI outlet unprotected from ground faults?
This looks like playing Russian roulette to me when drilling a hole in the wall.
The Americans have little concept of circuit protection like that. They also have no concept of running wires in predictable places, they just string them wherever is convenient in the wall.
Actually there are some rules. Wiring has to be placed far enough behind to wall surface to make contact with nails and screws unlikely, and even reduces the chances of hitting with a drill.
Then if you think about what it takes to cause an electrical shock by drilling into a wall you realize that lottery ticket winnings look likely in comparison. First you have to hit the wire. Based on area this is less than one in a thousand, unless you look at outlet placement and other clues to wire location and aim for the wire. You then have to be using an old style un-insulated drill. And have either a wiring fault in that drill, or be standing on an conductive floor. And hit the conductor which is hot relative to your wiring fault, or whatever.
The more real danger is damaging the insulation on both conductors and causing a short. In the immediate case with the drill bit the breaker is likely to blow, but there is also the possibility of dragging some foil from building insulation or other source into the area and causing a resistive short that starts a fire over time.
It is Russian roulette, but in a revolver with thousands or millions of empty chambers. I personally just pay attention to likely wiring routes, turn off the power, drill shallow holes that don't reach the code required depth of wiring, and once the wall is opened verify that nothing was there.