Those big (computerised) master lists were really useful for the Holocaust: I'm not sure it's a bad thing that some countries don't have them.
Your birth certificate is still stored somewhere. You're still entered in a bunch of databases from the moment you're given birth to in a hospital. You still get a social security number, which you need to work, which you need to do to afford food.
Sure, all those databases might not have a neat shared primary key, but that's definitely not going to stop future Holocaust 2.0 perpetrators from joining all those tables together.
Then it's just a matter of making sure that everybody with the skills to do so, either refuses, or does a bad enough job to sabotage other parts of the process. (It is not hard to think of these, so I will not discuss them here.) Making the job legitimately difficult makes it easier for people to refuse to do it, and makes it more likely that the bad guys who try will find that they actually can't.
Didn't we have a recent example with DOGE ?
The USA 100% has this, it's just secret and much less useful for it. The SSA is 95% there.