That’s a legal requirement though. If I rent a car and the rental company requires me to also insure it or they won’t give me the keys, surely that should be included, even if the insurance money isn’t going to the rental company.
But even if it is true, I think the price of the insurance (or at least some reference value for comparison, assuming there are multiple competing offers) should be included in the sticker price.
For the same reason, purchase-money lenders (in a buy-vs-lease situation) typically require the debtor to hold a comprehensive insurance policy until the vehicle is paid off. It protects their interest.