Because if they didn't, I'd be marking all my packets as high priority going out. I mean, why not send all your traffic out as dscp 46 (voip) so that the ISP's put it in the priority queue. That way, I'd get the best internet service :-P That is, until everyone else figured it out and started to do the same.
Seriously, the QOS tags are not just for your use. If they allow the tags when going through their equipment, then that traffic would be queued accordingly - people who didn't set a tag would get lesser service. Also, consider the fact that your packet may travel over 4 different ISP networks. Do you think that Sprint should honor the QOS from Worldcom, etc.... Bottom line is that they can not trust people to set their own QOS - they would be foolish to.
Hope that helps,