Do I recall that there is some sort of international agreement not to tax jet fuel? Or is it just that they would fill up where it was cheapest?
AFAIK▸ there is some such agreement, time in my view to abolish it.
Aircraft generally fill up before each flight, carrying enough for a return trip is normally uneconomic due to the weight. Carrying extra fuel reduces the number of passengers and/or the weight of cargo that can be carried and also increases the fuel consumption.