Hmm not necessarily. In the case of importing a collection of bullets yeah it's probably going to add a fair chunk to the price. However if you import/export in bulk you can get a good deal.
As an kind of example I imported a press from the US into Au there was $580AUD freight added to the cost of the press plus I brought all the extras I thought I might need, it still came out cheaper than buying the bare press in Au. I also import my SMK and OTM projectiles from the US into Au because it's quite a bit cheaper to do it. It does take a lot of time however.
I recentley exported a pistol from the USofA into Au and it took somewhere around six months to get it to my doorstep from my US FFL.