Americans are smarter than others in that regard. It may have to do with the rate of tax, i.e. many VATs are very high, as is 15 to 25 percent, while sales tax rates tend to be under 10 percent.
Refunding taxes to people who don't live here seems silly...after all, they don't vote here.
The goal is to collect as much money from people who are from somewhere else. Hotel taxes come to mind, which are virtually unheard of in many countries (in part because the VAT already is built into the quoted room rate).