That's what we are working with on a daily basis. Finland is one country. We have done this in other countries as well, although not so much in Europe, but it depends on different countries' approaches to the data exchange. We believe it is the best solution to how you can connect different databases. None of the organizations need to change what they already have; they just implement the security layer onto the existing systems.
I don't have the answer to why most of the countries have not started to use it.