I've never been to Costa Rica, but I'm guessing people would steal road signs, so the government can't afford to put them up?
Also, outside the capital, there's really not much of a need for signs: Costa Rica is small and very tourist-friendly, so asking for directions is easy (English is very common and taught in a lot of the schools).
So I found it very funny that my average conversation when asking a Tico for directions went something like this:
"Hola, ¿me podrías indicar dónde queda $LOCATION?"
"Of course sir! First you take this route--"
"Perdón, hablo español."
"Suuure, sir. As I was saying..."
After a while, I stopped fighting against it :)