I presume there is no technical reason why sparking wine has to be corked, in the same way that lemonade works fine with a screw cap. I presume it's down to the "essential" aspect of getting a cork "pop". I'd be quite happy with screw cap sparkling wine
To answer the OP, it seems most Spanish/Portuguese wine is still corked, even the inexpensive stuff and I had a bottle a couple of weeks ago. Is it some unofficial support for the Spanish/Portugese cork industry? Most of my wine is New World and that seems to be almost 100% screw cap