This varies. Laws on safely storing fuel frequently mean Hertz doesn't want to take on the risk (a small leak tends to cost millions in fines). Instead they'll pay staff to drive cars to a nearby station, where they'll have a discount.

Above-ground storage tanks for gasoline are quite safe and reliable. The laws aren't that tough, and most of the compliance requirements are satisfied by having double walled tanks. I struggled to find an instance of fines above $50k that didn't also involve gross negligence.

I know it sounds scary, but most of the fire stations, hospitals, business parks, and schools you drive past will have a few hundred gallons of diesel or LNG stored on site for backup generators. Your city or county public works, taxi yards, and larger post offices will have on site fueling. Large construction sites will usually have on site fuel, or a truck that comes every day or two.

In the last couple of months I've rented cars from about 10 (Enterprise) locations in the UK, only Heathrow had it's own fueling station.

The smaller locations you are using are retail fronts, not depots. When you return the car it is taken to an offsite location anyway to get washed, vacuumed, inspected, fueled, and returned.