Like everything else it's worth checking prices before you buy. I have used BA transfers a few times when they have been cheaper than local alternatives (and no forex charges). They're not always more expensive.

LadyB - I think I didn't make myself clear. You said 'when I found that info, I asked the receptionist to call the number'. If you found the info I meant, there would have been no reason to call.

In my eticket receipt, it said the following (my bolding):

Dear WotAs

Thank you for booking with British Airways. Your booking reference is XXXXXX.

Ticket Type: e-ticket
This is your e-ticket receipt. Your ticket is held in our systems, you will not receive a paper ticket for your booking.

This is not a voucher for your non-flight products. You must print separate vouchers for these. To print your vouchers, please visit:
(URL quoted here which opens up the voucher/docket to be printed)

We recommend that you print your ATOL Certificate and take it on holiday with you. To print the certificate, please visit: (another URL here)

If the payment cardholder is travelling, you must bring the card used to pay for this booking to the airport with you, for verification, before you can travel.

Your itinerary is detailed below.

...

So the taxi vouchers are included with the eticket receipt. That's the way it's always worked on the few occasions I've done it. And the taxi person has always asked me for the printed voucher.

If you still have the eticket receipt, have a look and see if you have a similar instruction. If you didn't then I think it's appropriate to let BA know.