When you do the transition, it's best done at an intersection. So 2 lanes keep going, and the third lane goes off somewhere. Which should always be the right lane.
Though if it isn't, then you will merging to the left, rather than right. And merging to the left is safer, as you can see better on the driver side than the passsenger side, with a smaller blind spot.
I've done most of my European driving in the UK - and I admit it IS normally the left lane that ends ... but they drive on the left.
But that's my recollection ... so I jumped to one of the most notorious 3-lane to 2-lane merges that I've driven a lot. Just before entering the infamous Brynglas Tunnel on the M4 in Wales.
https://www.google.ca/maps/@51.6026...i4LIeTtSea9A!2e0!7i13312!8i6656!6m1!1e1?hl=en
And it is indeed the left lane that leaves - which would be the same as here.
You mention the US. US often loses the right lane too. I've been driving Seattle to Vancouver a fair bit lately. My recollection along the I5 as you head north, is that it is the right lane that goes. And it is ... here it is going from 3 lanes to 2 lanes somewhere north of Everett.
https://www.google.ca/maps/@48.4647...48upjmvQNsaA!2e0!7i13312!8i6656!6m1!1e1?hl=en
Now, I'm sure there are exceptions. But it doesn't seem to be as cut-and-dry as you make out.