Many of those who are working abroad eventually choose to retire abroad. It follows that pensions from former employments may be paid to them in their retirement jurisdiction. The UK has many double tax treaties that cover such payments, ensuring that pensions can be paid (under an NT tax coding) without tax being deducted in the UK.
The new state pension (expected, at the time of writing, to be £175.20 per week from April 2020) can be paid abroad and is usually covered by the expat’s UK personal allowance and so paid gross. Some other government pensions can be paid gross, but some cannot, and these are categorised in HMRC’s International Manual.