Is that expression mostly British and Australian?
In the first few pages of J.K. Rowling's new novel, a middle age man dies unexpectedly, and one guy keeps saying 'It goes to show...' on and on. Â It's like some opaque milk from, like:
    'It's humbling how the world works'
    'It proves what I always said'
    'It's a life lesson though I have no clues what that is.'
Is it true that Americans seldom use it at all?
It is used frequently around me. Â Of your three possibilities, the second one is closest but I would change it a bit to say, "It proves what we have always known." Â It is probably true that younger Americans rarely use it but I have heard it at times from all ages.