Always did through my childhood and continued on that way, would do so again if I had a place with a fire. We'd saw into rounds when collecting and load them up then split and stack at home.

Plenty of people do buy pre split wood here though, I'd expect it's the source for the majority. Not everyone has the ability, inclination, or the equipment to go out and get firewood and it gets hard to find sources to collect wood in the bigger cities.