Well I can't deny the fact that they partially, or possibly fully dedicate 1 entire episode to extreme fanservice for the sake of reasons I don't know myself
but there are some animes that don't have an onsen episode. Like Chiibi said, Angel Beats doesn't have one, Clannad doesn't, I don't know about the other Key series myself but I think they don't have one. But you are also accurate by pointing out that "alot" of animes have this.