You are looking at expensive shipping, finding ways to pay, and the inevitable 'what to do if my stuff doesn't arrive' question when ordering outside your locality, plus who's going to pay if I need to return it?
In fact it's a consideration for me even when I buy in my country, it's easier to return stuff that's sold locally, and it's cheaper because you pick it up yourself, plus you can pay in good old cash (and the receipt with your purchase info doesn't go linea recta to some american government database either).
So there's a whole lot of issues to overcome.

It would mean us brits could avoid rip-off Britains extorsion, and get cheap fags from Spain, and booze from France even cheaper than bringing it back by the bootload.