I don't remember the exact source, I'll try finding it , but I remember reading that uni's such as UCL and oxbridge preferring students with that as well as everything else, hence why so many people with Nuffield Placements get a place. And that they like seeing that you've done an EPQ. Unfortunately, my school doesn't offer EPQ, and I don't think there's a way to do it externally as you apparently need a certain number of classroom hours.
I would say that that's true, but that's different to it being either common or expected.
It's pretty difficult to be involved in research pre-university yes. That's why not many people have it.
I can't think of any Universities that require research experience. I was lucky and got some experience in a lab prior to applying, so it may well have helped in my application (though do note I was ultimately rejected by Cambridge post-interview - so if it did help it is evidently not the be all or end all).