I know when I receive my clearance out of Farnborough to Guernsey that I'm not really cleared through all the airspace along the route I've filed.
That's the case in all of Europe, IME.
Picking up a departure clearance which says "cleared to EGXX" doesn't mean anything; it's just a standard phrase used at airports which are located inside controlled airspace. The expectation by the ATCO passing it is that the flight will be in CAS all the way. He has no practical way of realising that e.g. at the other end of the flight is an airport which lies in Class G and/or which has no STAR and to which you are connecting with a DCT, or that the end of the flight will be de facto VFR etc etc.
The USA has a uniform airspace structure with Class E (which is CAS
for IFR) from ~1200ft to 17999ft and with Class A above that, which makes it easy to work clearances. The only European country which kind of gets near that is France which tends to have Class E from FL065 to FL115 and Class D FL120-FL195, and Class A FL200+ (in very general terms). On top of that, France has a superb ATC system which is joined-up in terms of data sharing so they know about you all the way, which results in a very relaxed experience.
However, while I have never flown in the USA (except when doing the FAA IR in Arizona) I doubt that an ATC clearance from one end of the USA to the other is actually more "absolutely guaranteed" than a clearance anywhere outside the USA. ATC has a universal power to deny you progress. For IFR traffic in CAS (high altitude) such a thing is unheard of in the civilised world but I suppose the bottom line is that a RA could suddenly pop up... More likely ATC will vector you around things, and that wasn't in the departure clearance either
