You guys are very narrow minded. First, you don't have the option to include an option to buy, that's up to the owner of the domain. Sure, you can ask for it or refuse to rent it without it, but it's the owners decision whether to include it.
Second, improving a building is way different...if you improve a rental, all you are out is the money for the improvements. If you lose the domain, you lose a main point of contact, possibly your reputation if a harmful site that people associate with you goes up, possibly lose customers to the new owner of the domain, lose the goodwill/reputation you built up, have people who find your old flyers/business cards visiting another businesses website, etc.
Third, think of it like this...Let's say I'm a dentist and I rent an office for my practice. If I move my office to a new location, I can easily put on the website and also tell people when they schedule an appointment that I am now located at a new address. In the unlikely event my client showed up at the old rental location, they would immediately realize it was not my office anymore. In contrast, if I lose the domain that is printed on flyers and business cards, people who find them looking for a dentist will go to the website...and find another dentists website instead! So I will now be losing my business to a competitor.
There is a big difference between changing rental space and losing a domain name.