You're absolutely right.
There are definitely domains that are filtering time expired replies. Unfortunately, there's not much we can do to "get through" on these. UDP helps primarily with providers that block outbound ICMP echo requests, and these cases usually show unreachable destination very close to hop 1. There are some cases where it helps on the other (far) end of the route as well, but not nearly as often as it helps when the block is on the close end.
UDP packets add one additional "tool", but it isn't the solution for every situation, unfortunately.