Is it common for fencing companies to drill into your home rather than use a post?
Unless there is something unusual about your home, normal practice is to install a post at the wall of the house. NORMAL. 

Now why they did not do that on yours  the roof drain just flows into where they would normally put the post .. I could see they are expecting a wood post to rot. 

Other than that I think they gave you an answer; not a good answer but an answer. 

No digging next to the house, no putting in a post and no labor to do all of that. Time &amp; Money. 
Me personally depending on the scenario like an unusual house - my preference is Never to Drill into my house. Think about when it breaks how to fix that fence.