That is because none is required. I've seen some cases where they have installed a shut-off, but never a drain. The shut-off apparently is so that if you want to turn it off so that no one can turn it on from outside, eg when you're away, you can do so. I wouldn't bother. If I'm going away for an extended period, I just turn the main water valve off to prevent any accidental water even anywhere in the house.
Apparently they know how to put in the freeze-proof sillcock, because they did it correctly from what has been described here.
What exactly is the purpose of putting in a drain that no one is ever going to use? The freezing section of the valve assembly drains itself, unless you install it incorrectly, tilted inward. Your additional drain valve would drain a couple inches of pipe between the drain valve and the valve at the end of the FP sillcock, which is inside, where it can't freeze. Good grief.
And of course such a drain would serve no purpose.