Because I don't know what on earth went wrong, ok? If I request a withdrawal to me, and 3 hrs later I still see nothing on my screen, how can I be sure that if I do exactly the same thing to my buyer, he WILL get the bitcoins within a reasonable amount if time!
When you withdraw from Mt. Gox, the transaction will be announced to the network and after some time it will show up in a block. To see if a transaction has been processed by a block look at BlockExplorer:
The delay between when you send bitcoins (e.g,. withdraw from Mt. Gox) to when that transaction appears in BlockExplorer can range from just seconds to many minutes -- unless the transaction is deemd "low priority" and then it could take hours even.
Before the transaction is included in a block it will likely have been seen by Bitcoin Charts which publishes a list of Unconfirmed Transactions (unconfirmed, as in it has not yet been included in a block):
In most instances, when the payment appears in either of those site view the recipient should be able to feel comfortable that payment has been sent and is truly enroute.