If they support coupons, I don't see why they can't support taxes. Taxes are just the opposite of coupons and should be relatively easy for them to implement.
Changing the interface to a payment processing gateway, including all of the support documentation and code/security audits, is not easy.
If everyone that wanted something from you prefaced their request with "I don't see why they can't"... you'd probably get annoyed, too.