The reason usually mentioned is that the labels are produced centrally or some such. Though "They know the price to charge at the till' might be slightly off when the tax is calculated on the transaction as a whole rather than on a per-item basis (i.e. rounding shenanigans). That seems like a totally solvable problem to me, though.
I took my wife to meet my parents and had to remind her when we went shopping that we had to add tax to everything (and tip in bars/restaurants/etc.) Some things looked cheaper than in Japan until tax (especially at that time when the exchange rate was awful).
Not even proper ones; they're US Customary units now so all the names are the same but many have different metric equivalents. As someone trying to convert his family recipes to metric and weight-based, this was maddening when all I could get were cup measures for the "wrong" size of cup. Add differences in flour between countries and that was a fun time.