In radio procedure, using Q codes in speech is technically improper,
although it's done all the time (at least on the ham bands). The FAA, being
sticklers for proper procedure, would naturally include this bit. There are
no Q codes in use in aviation in the US any more, TTBOMK.

So...what would you say instead of "Request QDM" in the U.S.? "Request
magnetic bearing to your station"? Sounds clumsy.

The most important Q-codes still in use here in Germany are probably QNH,
QFE, QDM, QDR.