There are two different situations that I've seen:

1. Trivial refund. Ticketing can basically "press one button". However, by forcing the agent to do the refund on the phone, you're just cutting in front of the queue, and tying up the phone lines. Ticketing is processing them in order, and making them do yours just disrupts that.

2. Complicated refund. This gets sent off to the AC refund department. This is generally required when you've done numerous exchanges, especially when the ticket was booked pre-Amadeus, or there have been involuntary schedule changes with no ADCOL.