Interesting, in America they do. It without caramel is essentially a 3 Musketeers bar.

Edit:

There are two varieties of Milky Way: the original American bar made of nougat and caramel, which has been marketed as the Mars bar outside the United States; and the global Milky Way bar which has no caramel, and is marketed as 3 Musketeers in the U.S. and Canada.

https://en.wikipedia.org/wiki/Milky_Way_(chocolate_bar)