I can answer the question as far as Europe is concerned.

The European Union has agreed common security standards. These apply in all EU countries, and in any Schengen countries outside the EU.

As a general rule (but there are exceptions) anybody who has cleared Security in the combined EU/Schengen area, and has not left the secure area, does not have to clear Security again when in transit at another EU or Schengen airport. This is why the OP did not have to go through Security at MUC - but will probably have to go through Security on the way back. (I'm saying "probably" because I understand that the EU security regime has now been extended to some non-European countries)

As I said, there are exceptions... the most notable one being the UK which has unilaterally decided to make passengers from other EU countries go through Security when transiting at UK airports. Pretty typical of our government, I'm afraid (any government of ours... I think the decision was made by the previous lot)

Other exceptions are airports which don't separate arriving and departing passengers - AMS being one example. At AMS you can transit Schengen to Schengen without going through Security, but the non-Schengen area is deemed non-secure (because of the mix of arriving and departing passengers) so any transit involving a non-Schengen flight means going through Security again.