While the PlayStation 2 shipped with composite cables, even it had a coaxial adapter available for tuning to channel 2 or 3.
The Super Nintendo was the last console I remember having one. The Genesis must have too.
But by 95 (PS in US) there were no longer the default. They may have still been available, I don’t know. Kind of doubt it but maybe I just didn’t notice.
You (nearly) always had to buy the RGB SCART cable you actually wanted for a good picture separately.
[1] random eBay listing, with RFU Adaptor pictured / listed in contents: https://www.ebay.co.uk/itm/364907339156 (Note Europe uses Belling-Lee connectors for TV antennas, so the connector is probably different to North American style RF boxes).
For the RF switch part, Nintendo actually recycled the NES design for all of them. It's kind of funny seeing that chunky gray box next to a GameCube logo.