The option to know (during the second ultrasound exam) is there, we for example did know. Some people choose not to know and many more keep the gender a secret from others until the baby is actually born.
Note that my experiences with this are all in the US. Now that I think about it, in cultures where there is more pressure to have kids of the "right" gender, there are other really good reasons to not tell people the gender even if you know...