They already have a break statement to get out of loops of arbitrary depth. http://www.php.net/manual/en/control-structures.break.php

And why, except perhaps for the hack value, would you simulate a state machine in PHP?

GOTOs are good when used wisely in certain contexts. I don't see where they could be of any use in the PHP niche (but I'd be glad to hear about such examples). Seasoned PHP coders don't need it.

Besides, PHP is mostly a beginner's programming language, who learn by example using code found online. They will be exposed to even worse practices from day one.