Why would you block pgp-signed e-mail ?

I got this bounce today on an e-mail I sent… (roughly translated from dutch, and censored)

Your message with subject: X  and dated 2006/05/17 11:50:00 was refused.
Organisation X does not accept encrypted or signed messages.

I can understand them refusing encrypted messages, because as a governmental organisation they probably need to get unblocked access to all the messages without needing keys and stuff… but why block pgp-message-signing… My mailer auto-signs all messages I send, unless I explicitly tell it not to. No harm done in adding a signature at all times, so what’s the rationale here ?