There are other options. For example, if someone's status = hellbanned, them change the header bar to reflect it. It's simple and doesn't require anything to be sent out.
Yeah, to add to this further, the reason is to slow down the user so it takes them a while (if ever) to figure out they're banned, otherwise they'd just create a new account which would be more work for the mods and would drag down the quality of comments and content submitted. (Of course, this assumes the person being banned is being banned for justifiable reasons.)
