The reason I would like an exit stamp is to prove my stay in Australia to foreign governments, for example, when I apply for a visa for another country (such as a Schengen visa). I doubt they would be able to see my history of travel to Australia.
If you have an e-passport (and probably even if not), basically Immigration Officer in most parts of the world can see you travel history - it is all stored electronically - and i provided by Immigration in other countries, or airlines, or cruise ships.
While it i true that having certain stamps in your passport can result in a very negative experience (on terrorism, health, or political grounds), having certain "respectable" countries in your passport will never amount to much in a positive way.
As noted above - Immigration official have the rules they go by - they are not going to be impressed by a stamp from Australia, or any other high-wealth Western country.