They do this for good reason. Spending the effort to get your own domain name tells your customer that you care enough for your business, and your customer's welfare, to be permanent, stable and findable. And no matter how good your Internet provider is, your customer is never going to relate ITS name to the qualities of YOUR business. It just isn't going to happen. Also of serious concern are the dynamics of the Internet.
Service providers appear, flame out, and disappear.
True, it's not too likely that AOL or Compuserve will go away suddenly, but a lot of small, basement operations will. With your own domain name, however, YOU decide what computer on the net will handle your mail. If your provider goes away, you just find another. If you find a better price or better service, you move. Or when you finally get so successful that you have your own computer permanently on the net, your domain name is already functional.