I suspect it goes back to the shop presuming by the time you're going for Rescue, you own your own tanks. Giving them to you "free" means the cost is born by other divers in the class.
That said, costs should be stated up front. One shop may charge a really low amount for a class, but then nickel and dime you on rentals. Another may package it all up. Different students get a better deal depending on how much gear they own. I'm pretty sure the folks I work with would charge you to rent the tank, though you might sneak one out with a nod and a wink from a kindly employee. They don't build gear rental into the Rescue Diver cost. But they also offer a good package deal on renting suit, BCD, reg, weights, and tank. You'd only really notice the tank cost if that was the one piece you didn't own.
You've got good diving near you; why not buy cylinders?