Originally Posted by Marnath
Exactly. Even those adventurers who do claim residences probably take the stance of "You can have your taxes when you pry them from my cold dead hands."
Also, very few adventurers will buy a cottage on market street. They're all going to have, like, floating cubes of ice suspended over the Chasm of Gar'Nicheg or something where it would require a small army (or one man with a long ladder) just to reach the front door.
That said, with most adventurers being Good, they'd happily contribute to the country by killing a dragon here or stopping the imminent destruction of the world there. They're probably on first name terms with the king, to be honest.