Although I once had a similar surprise charge using Auto Europe, it was still cheaper than I could have gotten elsewhere.
I'm just speculating here, but it may be that third-party cannot pay certain fees and they have to be collected locally. This once happened to me on a hotel in Belgium involving VAT. But they often do hide this in the fine print.
After my original expereince with Auto Europe, I carefully read the "What it includes" and "What it doesn't include" descriptions on the web page and haven't had any other surprises.