I know nothing about the operation of car rental companies, but I'm guessing they change them less often than every 3000 miles, which is typically when the lights come on, I think. They probably just forgot to reset the light. I'd expect them to keep track of the mileage and ignore the oil change indicators. Pure speculation here, though.
Newer cars no longer need 3000 mile oil changes. Most cars with synthetic need an oil change every 7500 miles, BMW's for example only need an oil change every 15k miles.
3k would be a waste, the oil is practically still new at that point.