We had to buy ours. We even used them once, or maybe twice.
Putting the window covers out like that doesn't give you a lot of benefit. Rolling them up gives maximum airflow. If you want privacy, then use a bit of cord on the corners and peg them out fairly close to the ground. Pegging them out high like you do with poles, provides very limited shade as the sun moves and not as much rain protection as you hope. Not worth the effort in my book.
I suspect they are not included because most people end up not using them very often.