I'm looking to include a basement with a bathroom in my next build, but the builder doesn't include an ejector pump or rough in for water supply lines.

What will this mean for me later when I finish the basement? Are we talking thousands of dollars (over $5000)?

I would suggest having the basement bath and sewer ejector roughed in before the basment concrete slab is poured. It will save you money when you do decide the finish the basement. If the slab is poured, then years later you decide to add a basement bathroom that requires a sewage ejector, yes, it may run upwards of 5000. When building a new home, it is very important to take all future work into account. Paying a little(or even a lot) extra now will save you thousands later.
Many people never get the chance to build a new home, but the lucky ones that do need to really think about what they really want in a home. I hate to see people pay for a house to be built only to end up with something less than they dreamed of. Having a new house built is a once in a lifetime experience(for most), and it really pays to have all the things you want in a house done during the initial construction. Once initial construction is done, it can be very hard and expensive to add to the house, especially when it comes to basement plumbing(requireing breaking up of concrete). Good luck in the build, and I hope you enjoy your new home. Please keep us posted on progress.

Definitely have the DWV piped in underground. I assume your sewer will go out through your wall instead of under the footing since you mention an ejector pump. You will want the proper pit put in also at this point. A 30" deep pit is appropriate for a sewage ejector. Even if the builder wont put in the pump, be sure they leave an available 2" pipe for the pump to pump into and a 2" pipe for a vent.
As far as the water lines go they are normally roughed in after you put up the stud walls for the bath.
It seems odd to me that a builder wouldn't be happy to do the entire bath for you. Usually it is the extras that make them the big bucks!
Be sure to give the builder or the plumber a detailed sketch of how you want the layout of the bath to go and where in the basement you want it!
Good Luck!