Is there a list of countries (or universities) showing which prefer direct communication with referee?
Well, many good answers are already included in the comment section, but Let my try to summarize and extend this a bit:
First of all, there are good reasons for not involving the student (you can be more honest, the student can not pre-select). To my knowledge, ther eare at least three different submission types:

Student sends in recommendation which is written openly
Students has to submit letter of recommendation, but it must be enclosed in a sealed envelope
letter of recommendation has to be sent directly.

The chosen method might not only depend on the institution, but also on the funding scheme if the student gets financial support. The sheer number of possible combinations, combined with funding schemes which might vary from year to year makes the existence of a complete list extremely unlikely.
I would suggest to  follow the advice given by Stephan Kolassa to let the student figure out how the process works. It might be good to tell the student that if there are several options, you would prefer to send in the letter directly.