The issue is simple really: in the Downloads section, the user is offered .gz and .bz2 files that are really what is usually called .tar.gz and .tar.bz2.
The user who uses the command-line, seeing a .bz2 file, will be puzzled: should he use
$ bunzip2 file.bz2 # as one normally does with a .bz2 file
$ tar xfjv file.bz2 # assuming that the file is really a tar-bz2
The answer is that he should do the latter: if he does the former he'll obtain a fine named simply "file" without extension, and he'll have to guess that he has to do "tar xfv file" to untar it.
So, it makes much more sense to have the file named .tar.bz2 in the first place.