Since communities/groups are often used for one aspect of a business and a client portal for another, and memberships/courses perhaps for another. It would be beneficial to be able to have the option to choose to have one domain for any combination of these three (one, two, or all) and unique domains for each. Then you can have nicely branded domains for each. perhaps a .courses domain and a .groups domain and a .com domain or whatever we choose to setup.

It seems a little strange having memberships/courses with its own domain, and client portal and groups/communities having to share a domain.

I personally would like one step further and to be able to segment more and set up multiple of each. So you could have client portals for different sites that may be different aspects of the same business or separate business run by the same person under one account. Separate domains for different groupings of communities (not every community you create may want to live amongst each other, especially if you have drastically different ones unrelated to each other), and same with courses. If you wanted to have a site showing one type of courses in a membership area and promoting the ones people don't have, and another site (or more) showing different courses on a completely unrelated theme/topic.