From what I understand, at one time Busse DID include a basic nylon sheath with the knives. However, the customer base decided that they did not like bing forced to buy a sheath that they didn't like and would rather buy their own sheaths. Why pay for something that you will not use? Buying a knife and then having to send it off to have a sheath made is a less than optimal situation, especially when you have an expectation of being able to carry a knife conveniently straight out of the box. But, buying a Busse is more like buying a custom knife than buying a big-factory knife (case, buck, etc), so why not have a custom sheath?
That being said, I would like to have the option of buying a serviceable sheath with the knife.
Seems that a couple of people beat me to the punch. Oh well.