Yes its a pain here in France. I’ve bought a few things from the US (X-Plane software, sheet music books, a coffee mug for the missus) and each time, if the shipping company was Fed-Ex a month or so after receiving the item a tax bill turns up for the TVA (value added tax). To the extent of being ridiculous on the coffee cup.
Personally, I now limit my buying to items from a company in one of the European countries, you pay tax at point of purchase at the importing country’s rate. That is if i buy from Thomann (based in Germany) something for xyz Euros, then they’ll add on French TVA and invoice me. They then pass on the tax to France. I hope.......
But you still get better deals from the US of A. I’ve never tried e-Bay.