Maybe they don't trust the airlines to fork over the taxes? Not a whole lot of trust here in Argentina. Gol is nice enough to just add the departure tax to the price of their tickets but you still have to show the sticker on your ticket to the tax guy to verify that you've paid it.
And, yeah, how stupid is a departure tax? My buddy and I once had to lend a couple of Brazilian women money at Ezeiza so they could pay the departure tax and fly back home. They didn't know about it ahead of time and were stuck in the damn airport. I believe Gol was nice enough to hold up the plane for them (this was over a year ago, before Gol collected the taxes as they do now) and they paid us back when we met up with them in Brazil, so it all worked out, but why create a situation where people can get stuck in an airport even though they've already checked their bags onto a flight? So stupid. But, hey, TIA.