Not attributing photos (or any other content) to web addresses is pretty much standard in major print media circles.

There are probably a lot of factors involved, but it is likely as much about not promoting another business as much as it is anything else. If you want them to promote your business, I'm sure they would be happy to sell you ad space in their publication.

There's probably also the issue with web addresses and the content located at them changing hands and, more importantly, radically changing content. Let's say they credit the photo to your website, XYZ.com. Next week you sell the rights for XYZ.com to another party who transforms it into a porn site or a "hate" site.

Or maybe you don't even sell it. Maybe one of the sleazier competitors of the magazine who printed your web addy hacks your site and redirects it to a porn or "hate" site.

Can you see the problem with that?

What goes into print is there forever. If the issue has already gone to press and on its way to the stands the magazine would have to spend a ton of money recalling and reprinting the issue. If the issue has already been released their publication will forever be tarnished by association with the revised content at your site.

When a news organization uses a photo from a wire service, they identify the Photographer/Wire Service by name, but don't include links. Something like 'Steve Smith/Associated Press'. It's the same thing with a stock agency: Steve Smith/Getty. If you want to get more than your personal name on the credit then rather than selling the image to them personally, insist that they purchase it from your business and credit it to Your Name/Business Name (name, not web addy). Something like Steve Smith/Smith Digital Images. Many publishers will do that.