I guess because the UK Visa payment has just been implemented recently in the said participating banks and not all branches of these banks are fully aware already of it...
Yes, so much hassle but I am looking forward to our bank personnel to be already familiar in handling transactions related to UK Visa fee payments...
Maybe, the UK Embassy just thought of implementing this for others' sake who do not have bank accounts and cannot buy MCs (since MCs are normally given to accountholders)...