I agree. It happened to me as well. I've been to Hong Kong, the USA, Japan, and of course most of Europe and never never needed a visa. I never suspected I would need one to go to Australia.

The dialog at check-in went approximately like this:

Agent: Where is your visa?
Me: Visa?
Agent: Yes, you need a visa to enter Australia.
Me: I don't have a visa.
Agent: But you need one. I cannot check you in without a visa. The cost of the visa was actually included in the ticket price. Your travel agent should have taken care of that!
Me: He didn't. Where can I get a visa? (That's 90 minutes prior to deparature...)
Agent: I can issue an electronic visa, but I have to charge (equivalent of 20 USD) and they might still turn you back in Australia.
Me: Do it! And why did you scare me?!

On the way to Australia I did a stop-over in Malaysia -- again, I didn't need a visa. The electronic visa didn't pose a problem, and on entering Australia I declared my chocolate bar and bottle of water to the quarantine officer, and even got to keep them!

HTB.