I know this sounds crazy, but Wikipedia is completely wrong calling it a visa. It's a "visa classification", you still need an underlying visa to enter into the country.
Most O-1 Visa holders and some H1Bs get classified under EB-1, individuals with advanced degrees, experience get classified under EB-2 but hold H1-B / L1 visas, etc.
You can be under H1-B and not have a classification (no PERM).
If you don't believe me try to find an image of an actual EB-1/2/3 visa, I'll wait.
Source : Former F-1/H1B visa holder classified under EB-2, with over a decade of experience dealing with USCIS paperwork.
I am looking here [0] and I see that almost 20,000 O visas were issued at foreign posts in 2024, and it looks like several thousand E visas in the first priority category were issued. I agree with you that for most people, currently, the way it works is that they get an H1-B and then wait for their turn to apply for EB-1 (if they are from a country subject to quotas), but it is incorrect to say that consulates do not issues O or EB-1 visas. Why this is the case I have no idea, perhaps it is easier for companies to file for H1-B?
On the link above, there is a link to "Table VI (Part II) Preference Visas Issued Fiscal Year 2024". It is broken down by the consulate/embassy issuing the visa. The grand totals have about 5000, 10000, 16000 EB-1/2/3 visas issued globally, respectively. What am I misunderstanding?
If you don't believe me try to find an image of an actual EB-1/2/3 visa, I'll wait.
Source : Former F-1/H1B visa holder classified under EB-2, with over a decade of experience dealing with USCIS paperwork.