They do - Spectre Elite is the most common RDD around. However, it only detects low-quality and old radar detectors, newer ones are much harder to pick out since they don't emit noise on their superheterodyne frequency.
Most places radar detectors are legal. Several courts have even said that the purpose of radar is to slow people down and so radar detectors work just as well as traffic tickets (this was years ago - I'm not sure what the latest case law is) and so you can't make them illegal. The FCC also generally says receivers are legal (again I haven't checked in 25 years so I'm not sure what the latest is).
Radar detector detectors exist and are used in places where radar detectors are illegal. As others have pointed out they are limit used against modern radar detectors.
