Are you sure of that? On another host of mine, the following website is setup as an addon domain on another:
http://www.23kb.com/
The address displayed when viewing and using the website is 23kb.com, rather than the original domain name (miniphp.com). I believe that I set it up by simply using the addon domain bit in cPanel.
I'm curious as to why this is. My host may have implemented an extra feature enabling this, if it is possible. Otherwise, I'm not really sure why this occurs.