Depending on the brand of faucet you have, the big-box stores might carry the shank extentions you need.
Properly installed, the shank should not be a leak problem. You may find, though, that with the extension installed the counter is not thick enough without spacers (usually plywood or the like) placed between the underside of the counter and the securing nut.

Has anyone ever used faucet shank extensions?

Yes, I used them in my last kitchen.

Where do I buy them?

Wherever you bought the faucet should have them. Home Depot has them, as well as the usual online sources, such as efaucets and plumbersurplus.

Do they leak?
Shouldn't leak if installed correctly. I used extensions from the same manufacturer as my faucet, but I don't think that is necessary in all cases. The extensions will be slightly larger than the shanks on the faucet, so make sure that the extensions will fit in the holes in the granite.

Why didn't the plumber tell us about them?

It's possible that he realized that they would not fit, but my guess would be that the plumber didn't like the quality of the original faucet that you purchased. My experience with plumbers is that they would like to install products that they trust, so that they don't get called back to fix it later. Can't blame them for that, and as the end user I would want something that the plumber recommended and would stand behind.

What your plumber is saying may be true, however, this type of faucet connects to the water supply at the bottom of the valve body and have a side connection to the spout.
I would ask if the valve is penetrating both the rough top and the counter top or just the counter top. If both, would removing an area of the rough top, leaving only the counter top penetration, cure the problem.

Usually when a stem extension is necessary, there can be a problem with the faucet trim.

DH went to a plumbing supply place. He got a something and a nipple... sorry nipple is all I can remember but it was two parts.