G'day Hillbill, mate there are quite a few reasons I think. The main ones I think are shipping, buying power and the flutuating Aussie dollar.
Shipping shouldn't be a huge factor as the major importers would be ordering goods by the palletload so the shared freight costs between hundreds or thousands of items should be pretty reasonable. But if you want something specific and don't want to wait 3-6 months then it's going to cost a bomb. Also a lot of the really economical suppliers in the US don't do international orders which is a real pity. I know Midway USA has has some specials that would make Aussies cry. I really hope that changes.
I terms of buying power, our most powerful shooters association (similar to your NRA) has about 110 000 registered shooters and that would represent a big chunk of the shooters here. I'd say at least 70%. So even our biggest gunshops would probably seem pretty quaint and tame to you blokes. Remember there are basically no semiauto rifles/shotguns and no pump action shotguns over here. And you must have a specific competition reason to own a pistol in a caliber .40 or over. All from a knee jerk political decision 10-15 years ago. What we lack in numbers we make up for in enthusiasm though. Most blokes usually have 4-6 firearms minimum.
We also have a standard 10% GST on everything in Australia and I'm sure that the gunshops rely on the fact that they have a captive market, still if they can't make a decent living out of it then they'll just pack it in. I'm sure our biggest gunshops aren't getting access to the same discounts as a lot of the US stores and chains. Just not the volume.
The Marlins are still quite reasonable (for us) at the moment, a 336C 30/30 on special about $AUS900 ($US720). A lot of blokes reload over here as well, when you can be paying $AUS6.00 a shot minimum to shoot a 45/70, $AUS11.00 a shot for .458 Win might as well stay home, clean the rifles and set fire to the wallet. But if you do that you'll only have less fun and the "Minister of War and Finances" (wife) will only find chores for you to do.
In the end while it's not ALL good, it's still pretty good. Just have to fight for the rights that we still have. DON"T LET YOUR'S GO. Thank goodness you guys had someone like Jefferson at the helm at the beginning. One of the truly great men of history.
I will get over there one day soon, I know I probably won't want to leave. If I could turn the clock back and find me a nice American gal, I'd be calling you pardner by now.