-- a dozen more places for misunderstandings "I didn't know it would cost that much to ship" "I couldn't believe how much import duty they wanted so I refused the shipment" "I don't believe this is what you said you were selling I want you to pay for me to ship it back and give me all my money back" that either don't exist when shipping within the US or are at least much cheaper to deal with.
-- huge gap in shipping cost needs between the buyer (cheap as possible to ship) and seller (most highly tracked and guaranteed shipping possible) which makes it hard to come to an agreement on shipping costs.
-- Big risk for seller if something goes wrong - buyer says package never arrived, wants a refund, ruins seller's reputation if they don't receive one. Note that this doesn't even have to be due to a dishonest buyer: stories of packages stolen out of the Italian mail are legendary over here.
-- Need to pack items much much more securely for the longer journey.
And on and on. Life is simpler if you are a US seller and don't ship outside the US. I recently sold and shipped a DA900 enlarger to a guy in Italy and through a complete screwup on my part I ended up making about $17 on the deal, not even counting the 2 hours spent packaging the parts. But I appreciate it when international sellers go through the hassle of sending me things, and so I'm paying it forward. Plus I figure if I lose money on a single deal somewhere, I've made it up on all the other deals, so I don't worry too much about it.