The reason this is more common in PHP than other similar languages has to do with PHP's history. Early versions of PHP had the "register_globals" setting on as a default (in fact, it may not have even been a setting in really early versions). Register_globals tells PHP to define global variables according to the query string. So if you queried such a script thusly:
... the script would automatically define a variable $hello with value "world" and $foo with value "bar."
For such a script, if you knew the names of key variables, it was possible to exploit the script by specifying those variables on the query string. The solution? Define some magic string in the core script and then make all the ancilliary scripts check for the magic string and bail out if it's not there.
Thankfully, almost nobody uses register_variables anymore, but many scripts are still very poorly written and make stupid assumptions that cause them to do damage if they are called out of context.
Personally, I avoid the whole thing by using the Symfony framework, which (at least in its default setup) keeps the controllers and templates out of the web root altogether. The only entry point is the front controller.