Same reason Laos, Vietnam, and China did for so many years: in tropical climates the gum will soften, and panes will stick together and mold will grow on the stamps. Many of these countries tried glassine interleaving between panes of gummed stamps first, but that didn't stop the problem, so they just stopped gumming their stamps entirely.
codehappy - of course you are right. I hadn't considered that possibility. Over the years, I have seen tons of 'tropical gum' stamps. Many even had the stuck-to-glassine look to them.
I feel sorry for all the people that buy no-gum stamps, hoping to just lick-and-stick. How inconvenient! I can picture all kinds of Brazilians driving around with little bottles of Elmer's glue in their glove compartments.