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There are two factors that make these shutdowns uniquely American:
First of all, the responsibility to run government agencies rests with the President, while the responsibility over the budget is held by Congress (subject to a Presidential veto). And those are separate branches, with separate governance, even when the same party controls them. In most other countries, the legislative and executive branches are run by the same people, and an inability to appropriate funds to executive agencies is seen as such an obvious failure that it can prompt a no-confidence vote in the government. Here, we see that as a negotiating tactic. Even when new departments and functions are created, they get to negotiate whether that new thing is "subject to yearly appropriations" or is funded automatically.
But the second factor is the anti-deficiency act, which speficially prevents Federal agencies from spending money that has not been appropriated. While that law has been on the books since 1884, it was last revised in the early 80s, and it was around that time where the Reagan administration decided that these agencies needed to shut down in the absence of appropriations. Before then, the agencies would keep functioning (and, more importantly, paying their employees), and run a deficit while the matter was sorted out.
Basically, Republicans who thought government was too big in the 80s specifically manufactured this process, putting up roadblocks in the way of spending government funds, because our system lets them do it. (No politician loses their job when it happens.) They can now pass budgets full of things they never intend to actually fund, and then hold up appropriations while still getting "credit" for passing the budget in the first place.
Reagan really fucked some shit up, hey?