Thanks for the answer, it was more a curiosity question.
I am trying write code to access the MtGox API and I was wondering why all exchanges (in the BTC world) use POST everywhere there is authentication, whereas it is not the case in many other APIs like Amazon, Twitter, Twilio etc...
About your first point, isn't it possible to record all the data for a hacker, and not just the URL ? In that case the security improvement is really about using the API in a browser and not showing the request to user or some server recording the requests, but in that case anyway they all use some kind of HMAC. It seems this would protect only against very trivial attacks, that are anyway put off by using SSL+HMAC.
For example a GET on your open orders would show your request (to your browser, but not elsewhere as we are in SSL) but sign it so it cannot be forged to do something else with it.
I am a bit new to HTTP so might be this is not the right way to see it.