You change money to JA because you'll pay less than paying with USD. Change at the cambios or use your ATM card, do not change money in the USA or at the airport, you'll get screwed.

The other reason is because you're a guest in the country, and the official currency is $JA. You'll peg yourself as a newbie tourist for one, and it's just a bit arrogant to think "What would I need the local currency for, I just assume they'll take my US dollars!"