It's often difficult to determine the service level and commitment to customer satisfaction of many online shops. In addition, many HK, Taiwan and China-based operations have English-language limitations.
The prices of many of these vendors are usually lower because there's no other middleman, among other things.
The downside to that is without a local retailer, there may be issues with shipping and customer service. That's not to say a local retailer makes everything OK. When you buy from HeadRoom or SinglePower you're also buying direct from the manufacturer. They have solid reputations and that's worth a lot of peace of mind.
I just bought two DIY DACs from ebay, and have no idea how they will sound, how the build quality is, how long they'll last, etc. They are not expensive though, and finding a 'gem in the rough' is often part of the fun.