Funny that Africa has been mentioned because I was thinking about he programmes over there the other day. One of the lads at the gliding club I fly from could probably get a passport through ancestry and with it a chance at one of the fully-funded programmes. Ironic that the more "developed" nations lag behind when it comes to this sort of thing.
Regarding little being asked about financing at interview, I think the point being made is that if you were selected and couldn't finance it, your place would ultimately go to someone who could. Whilst they may not weed out those who need airline financial backing at interview, ultimately those who require it are filtered out at the funding stage.