Non-US fighters contemporary with the F-35 don't all have HMD, correct. At least not as yet, although I suspect more will by the time Block 3 is operational. (I believe Typhoon is getting a new HMD, and JAS 39E will have one.) On the other hand, IRIS-T is out there with a lot of customers, as is Python 5, and both have their advantages over AIM-9X.
Most current-production fighters have a sensor-fused TSD, also. Not quite as sexy as the big flat screen, but a very big step beyond the F-15C.