Yeah, I've definitely noticed this in my price checking recently. Can be a significant difference if all you do is check the "I'm not arriving by air" box when pricing online. In my case it's often true, though.
Anyway, the other issue with telling them this if you really are arriving by air after all is if your flight is delayed, it's possible for the rental agency to hold your car. I suppose success at having this happen may vary, but I've also heard of above and beyond measures for late arriving passengers. Suffice to say, there is zero chance of the rental place holding your car beyond 30-60 minutes late if they don't have your flight info. You might still get a car, sure. It's just an extra risk.