Are three-way bulbs not available in your neck of the woods? They're quite common in America.
I've never even heard of that kind of bulb before*
I'm guessing the downside (that once one of the filaments burn out the bulb becomes a lot less useful) made us not want them. But that is
just a guess.
ETA: Plus: you'd need specially made fittings and switches... very American
solution... I think the most common European way to do something similar is to have three bulbs in a lamp -and three switches (or indeed; a four way switch).
Maybe The English or the French or... are different though.
*And I come from a family of electricians and the like.