I second the notion of "because they can". You can fool yourself all the way with cost of import and whatnot, in the end it comes down to local distributers and the manufacturer scraping off a big, fat margin. Some like that margin so much (like say Grado) that they put restrictions on their dealers when it comes to international orders. That is the reason why I do not own a set of Grados. In the end, you just have to be an informed customer. Shop around, calculate the cost for shipping and duties, compare, smile, click "order".
PS: I have to add that I have no problem with local dealers making a margin. In HiFi, they often have to take a lot of risk, rent a lot of room, and pamper their customers in order to make a sale. They have to make a living. This is the same with all low-volume products, the margin is high, and while nobody buys them they eat a lot of expensive space. Headphones are a different matter in that regard.