It is a tradition of country houses in the UK, certainly. I believe that it dates from around the time of ‘Capability’ Brown’s impact on garden design. It can be thought of as a livestock-proof defensive ditch: the principle is that your line of sight sweeps an uninterrupted vista across the carefully manicured lawn and out in to the pasture beyond, dotted with suitably picturesque stock which are thus prevented from coming too close!

The example at a grand house I worked at awhile back was fairly typical, in that the escarpment face of the moat was a stone wall, invisible from the house and dropping around 1.5m (4’ or so) from the level of the lawn. The other side of the moat was just a gentle slope back up to pasture level, so no animal injuries could occur. In this photo, you can see the wall face clearly from the pasture side of the ha-ha, but when standing on the lawn you simply see unbroken grass.

http://www.retreat.co.uk/retreatpix/house1.jpg

BTW, a great place to stay, if you are looking for somewhere around the Pembrokeshire Coast Path area!