"People participate from other countries like Canada, UK and Australia. Those folks are given PREDNISOLONE, not PREDNISONE."

I don't really know why this is. It seems to make little difference about which one we take except prednisone is called a "pro-drug" because the liver converts it to the active form prednisolone. Prednisone might be slightly cheaper and was FDA approved earlier than prednisolone. Both medications are used in the same way and have the same side effects regardless of country.
https://www.drugs.com/medical-answers/difference-between-prednisone-prednisolone-3508888/
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Medical professionals in all countries seem to agree that there are serious consequences to the long term use of all man-made glucocorticoids. They replace the natural cortisol that is produced by the adrenal glands which is why a slow taper off Prednisone is needed after long term use.

Short term use of prednisone is relatively safe but "short term" is a few weeks compared to years of treatment for PMR.

I think the USA is embracing biologic treatment rather than long term treatment with Prednisone for the treatment of many autoimmune conditions. It seems that relapses or flares are more common when Prednisone is used which makes it nearly impossible to discontinue Prednisone. I'm on a biologic which seems to have far fewer serious side effects but I'm having difficulty stopping the biologic and it is very expensive. There isn't a single best solution to these problems.

The differences between methylprednisolone vcompared to prednisone are explained in the following link.
https://www.drugs.com/medical-answers/difference-between-methylprednisolone-prednisone-3509126/#:~:text=Both%20methylprednisolone%20and%20prednisone%20belong,severe%20and%20requires%20reducing%20quickly.