Rephrasing your question in multiplicative notation:
- Long term keys are $g^a$ and $g^b$.
- Ephemeral key exchange is $g^x$ and $g^y$.
- Compute the session key as either:
- version 1: $H(g^{ay}, g^{xb})$, or
- version 2: $H(g^{ay}, g^{xb}, g^{xy})$.
Version 1 has sub-optimal forward secrecy. If an adversary steals the long-term secrets ($a$ and $b$) of both users, then they can compute the session key, even without stealing the ephemeral randomness.
Version 2 makes it harder to break forward secrecy: an adversary must steal both the long-term and ephemeral secrets of some user. This is the best you can hope for, because any key exchange protocol can be broken by stealing long-term and ephemeral secrets from one of the users.
The general intuition is that it's easier to discard ephemeral randomness, whereas long-term secrets obviously need to hang around. So it's preferable to rest security on the difficulty of stealing ephemeral randomness.
You reference this paper:
Kudla and Paterson: Modular Security Proofs for Key Agreement Protocols, Asiacrypt 2005
They do indeed mention this modification, but it is not very prominent (end of section 5):
"We note that Protocol 1 can easily be extended to have perfect forward security by including the value [$g^{xy}$ in our notation] into the computation of the hash function H. This extended Protocol 1 can then be proven secure in an extended mBR model which models perfect forward secrecy."