This is not true in my experience (I have designed and run pharmaceutical clinical trials in humans). Can you give some examples?

Some treatment trials do compare the existing standard of care vs the new one rather than placebo against proposed treatment, but those are certainly controlled studies too.

I do know of cases where a control is impossible, such as some surgical procedures, though even then sometimes sham surgery is performed (this is controversial). Those are singly-blinded controls as the surgeon knows.