fact is, they make more money out of you, by selling to you locally
over here in eurolandia we get wallet raped every time we enter a board store.
i recommend eBay; find what you like and then ask if they ship it. if not, then find someone in the country of retail who you trust to forward the stuff on to you, once you have had it delivered to them. job done.
The REAL reason is to protect your local dealers.
Lets use Canada and the US as an example:
Burton sells products in both countries, BUT has asked their US vendors not to ship parts to Canada for Canadian consumers because then no one would buy anything from the Canadian dealers. Believe it or not, they're not jus charging you more for fun; there are taxes, duties, currency conversions and a number of other charges associated with bringing merchandise accross the boarder from the US to sell in Candian stores. As such, they need to adjust their prices to be able to sell products, AND allow their dealers to make a living.
This way, Jimmy that works at your local board shop can afford to go riding with you on sunday's cuz he makes $8.00/hr selling stuff and waxing boards after school during the week. Well, once everyone starts going to the US and importing stuff, sure you might save a few $$, but Jimmy no longer has a job cuz the shop closes, and can't go riding anymore.
The unforunate aspect of this is that there is VERY limited selection here in Canadia, and the price difference of items is NOT truly reflective of the cost difference in selling to both markets (i.e. when the Canadian dollar was at par, yet they were still charging as if it was 30% lower). When things like that happen, corporations need to adjust their pricing on a WIDE scale which could mean a mojor loss to them, not to mention the stock that they already had before the dollar fluctuations. Keep in mind that when selling to a smaller market (the canadian market is minescule when compared to the US market), it costs them more to sell the product (higher distribution costs).
So, in conclusion; make a friend in the states, and cheat the system for RARE and hard to find items, but if its 25% more to buy it locally, do it, man. Its for the greater good.