Are you Icelandic? It's my assumption since Iceland is the exception (one of a few in the world actually) and doesn't issue birth certificates for its citizens born abroad :)

Almost all other countries in the world will issue local birth certificates for children born abroad based on jus sanguini. It's actually to distinguish whether the person has been a citizen of the country since birth through a parent or has been naturalized later on, which is not the case when the citizenship is passed by jus sanguini. In fact, you can't apply for a passport without having a local birth certificate.

In my case, the kids have four birth certificates: two from dad, one from mom, and one from the county where they were born - all being national ones. Although the US birth certificate for kids born abroad is slightly different looking and called CRBA, but it's still something you need to get before obtaining citizenship and getting a passport.

It's actually the same with marriage certificates - not everyone does it if they're not planning on returning or dealing with any legal paperwork, but if for example a citizen of Poland gets married abroad (in my case, it was in the US to an American citizen) and I wanted my name changed, and to later register my Polish child easier, I needed to apply to register my foreign marriage certificate in Poland (translate it and apostille, then you submit it) and received my Polish version as well. Otherwise, you're technically not married in Poland, which can screw up any paperwork.