It's a limitation of PHP to properly format Heredoc statements. It's a parser limitation. As the documentation states:
It is very important to note that the
line with the closing identifier must
contain no other characters, except
possibly a semicolon (;). That means
especially that the identifier may not
be indented, and there may not be any
spaces or tabs before or after the
semicolon. It's also important to
realize that the first character
before the closing identifier must be
a newline as defined by the local
operating system. This is \n on UNIX
systems, including Mac OS X. The
closing delimiter (possibly followed
by a semicolon) must also be followed
by a newline.
If this rule is broken
and the closing identifier is not
"clean", it will not be considered a
closing identifier, and PHP will
continue looking for one. If a proper
closing identifier is not found before
the end of the current file, a parse
error will result at the last line.
It's unknown if this is gonna be resolved in the future of PHP.