Why do gas staions exchange Propane tanks instead of refilling them?

I purchased a new grill a few weeks ago and also purchased 2 new propane tanks. I went to 4 different gas stations to have 1 of them refilled and they all say that they only do exchanges for another tank that is in a cage and full of Propane.The guy says that it can " blow up" if they try to refill it. I think it's a rip- off! The tank they want to exchange for mine is all dirty and old. I paid almost $60.00 for a new full tank. It doesn't seem right that they want me to leave the tank that I paid for in exchange for an old beat up one. What gives? BTW I live in L.A.