This is probably true for many cases, but perhaps I should have clarified--I'm very much in the humanities (finishing a BA in Classics, going into a PhD in medieval history) and I do have some classmates in the humanities who are going straight to the PhD. I would do a MA if I could get funding, but since I'm choosing between unfunded MAs and a fully-funded PhD program (at one of my dream institutions), the choice seems pretty clear. I think this also depends on the individual departments at various institutions--I know that at my current university, all of the Religion PhDs already have an MA, but this is not true for the History department, where about half of the incoming PhDs do.
Basically, it does seem like many people in the humanities do a MA first, but it's not always impossible to go straight from a BA.