You seem to be unaware of how that ACTUALLY turns out for us, the clients - which is that WE eat the cost.
option 1: they price it so that factoring in the possibility of VAT/similar. Then the entire rest of the planet pays that increased price, which accounted for VAT eating their margins.(one of the big names definitely seems to prefer this)
option 2: they price it so that it doesn't factor that in, and people who live in countries that tax their population heavily can complain about it on the forums, while at least the rest of us aren't punished for their country's policies.
then I suppose is the option you only imagine exists(for any developer working with a large overhead):
option 3: they price it not factoring things like VAT in, and out of the goodness of their hearts eat a massive chunk of their profit margins for people who live in those countries.
I can tell you with absolute certainty that option 3 is for small developers who don't sink a ton of 0's into their costs and hit an even ROI the first day of sales. Certainly isnt something a company with outside investment is willing to tolerate, let alone shareholders.
Not to sound bitter, but that's simply how the economy operates - regardless of whatever non-enforceable laws country xyz comes up with, ultimately trying to enforce it onto the rest of the world wont work. Would you rather they simply not sell to countries that have VAT and sidestep the whole issue? Might be more reasonable with virtual goods than physical goods, but as soon as you realize foreign companies can simply not sell you food because they don't want to pay the king(or queen's) ransom then i'm sure you'd be okay footing the rest of the bill if it came to that
note: I edited the wording slightly, as I'm sure it's inconvenient, so I'm not knocking at you for complaining, only pointing out that your "solution" creates a problem for the rest.
One thing that I've experienced plenty with orchestral tools - is looking at the price on the screen in euro only to pay a large amount more in USD. For instance, one transaction looked like this $912.89 USD = €778.00 EUR. heck, BWW revive for instance, cost me $829.09 USD = €649.00 EUR.
I'd much rather pay 778$ than 912$ - but alas, that's how international commerce works