In Australia, it's called "The Australia Tax". Partly, selling into another country is a bit of a headache. That's one reason why US businesses can do so well - they only need to succeed in a single jurisdiction and they'll make a lot of money. Yes, there's different state laws, but pretty much all countries have annoying state laws, and not all countries are as lucrative a market as California alone.
I get the impression that state laws are significantly more uniform in Australia than the US... IMHO, it's more that distributors are "used to" a lower AUD, have exclusivity/best price guarantees, and so can prevent anyone importing goods (at retail scale) that undercuts them. They've got their business model worked out on the basis of higher prices, their customers are used to higher prices, and they make arguments like "hey, well, we ran a bit of an advertising campaign and submitted your product for regulatory approval". Perhaps true, but not necessarily worth the extra "tax". See the story about how the digital price for Australian buyers of The Witcher 2 got increased because the Australian distributor made a fuss: http://www.kotaku.com.au/2011/05/why-does-the-witcher-2-cost...