Why would a government agency create a currency that undermines the government's ability to collect taxes?
For the same reason that a government agency would create a routing protocol that undermines the government's ability to censor and collect information.
The CIA would definitely be interested in a distributed, pseudonymous digital currency, in order to transfer money to assets. In order for such a system to be useful, it would have to be used by many other people (to provide cover) as well as be valuable (in order to be accepted by an asset for payment).
This isn't to say that the government as a whole won't be hostile to Bitcoin, but I think most government employees have a sort of tunnel vision.