In the UK (and most of Europe afaik) the card is ejected immediately before the cash; the ejecting of the card indicates your authenticated session has ended.
There are some in the U.S. that do this, but it still didn't stop my friend from leaving his card in the ATM and having to go through a process with the bank and wait for a new card to show. Better to just make sure you have it by stopping you from doing anything else until you have it imo.
I have never, ever heard someone saying they forgot their card in the handfuls of European countries where I have been. I have heard complaints about the ATM "eating" the card (not restituting it; this happens sometimes for various reasons). You'd have to try very hard to do it (like take the card out, because otherwise you won't get any cash, and then sticking it back in, or just leaving without taking either cash or card). This just is not a problem.