Because Sony is counting on the gray market to move the majority of its PS4s on the country. That way, they don't have to provide any official support of any kind for you, as you didn't "legally" buy it from an authorized store.
And also because they like their extra profit, and they know people will pay for it. Remember when the PS3 came out in Brazil and it was costing around R$ 7000? Sony does too, so they know people will pay and they will make a profit either way.
And yeah, those taxes were put in place when Nintendo had a deal with Gradiente to make the SNES, N64 etc in Brazil, and thus were free of those taxes since the consoles were deemed "national" products, which also raised the taxes for "foreign" consoles in order to give Nintendo a bigger room to expand and charge slightly higher prices than normal. That retarded protectionist measure was not revoked when the deal between Nintendo and Gradiente expired, because the government was still raking in a huge amount of money, so they let it stay there.