Doug, that's low class that the plumber didn't think to offer that pan, I've had a similar arrangement for water heaters for 30+ years! The pan should come with the basic installation! We all know that most water heaters do give out in time, so why have a ticking time bomb that's going to bite you some random day in the future! My pan just drains into the channel around the basement, but that ends up getting to the sump pump. Yes, I also have an alarm on that in case it croaks. 
I hope you didn't loose too much in the process, I know it sucks to have water problems.
