The Treaty of Bern is my go-to example. See, after mail ("snail" mail, not email) had been invented countries thought like you did, we must exert our control over this for our own good. So to get a letter from Scotland to Switzerland you'd need to relay it in steps, to enter each country it would need to conform to the laws of that country.

So you'd write a Swiss letter, conforming to Swiss rules with Swiss stamps, you'd place that inside a French letter, with French stamps conveying an instruction to relay it to the Swiss border, and then place that inside a British letter with local postage affixed which asked that it be relayed to France.

This would take considerable time, and failed if the route unexpectedly took your letter to the wrong country. It was a monumental pain in the arse, and for what?

So, the Treaty says No, don't do any of that. Everybody who signs the treaty gets to send and receive letters, it traverses borders, and the costs will all come out in the wash anyway the sending country chooses the pricing and you use their stamps wherever the letter is going. Everybody signed.