Well, most rental stores in the US actually rent out console games. The PC game rental market is mostly non-existent now, because of copyright laws (it's very easy for anyone just to take a game home and copy the disc with CloneCD). While CD-based consoles like the PSX/PS2 and Dreamcast have games that are easily copied as well, it doesn't happen near as often (the average joe probably wouldn't go out of his way to solder a mod chip into his $300 console, for example...).
This is exactly why demo versions of games are good. It gives players a chance to experience a level or two in the game, giving them an idea whether or not to buy the full, uncut version later on.