They don't at LAX either. The controller turned them in the wrong direction towards high terrain then leveled them off at 5,000 into an area of 7,700 MVA. We had a big thread about it last December.
That near-disaster illustrates that requesting vectors when dropping below the floor of a SID with OEI may not be a wise course of action if well below MVA. The area below MVA, especially in the vicinity of rising terrain, is mostly a void for the controller. In the U.S. they do have emergency obstruction video maps (EOVMs) but they have neither the fidelity nor obstacle clearance to do much good.