US distributors and retailers are limited by agreements with parts companies with what they can do on pricing. Sell too low, and they lose their ability to buy SRAM or Shimano. Generally, on current year stuff, they have to sell around MSRP, not exactly sure, but I imagine they could sell close-out and obsolete parts cheaper.
Other countries have different policies, so if you want deals on new parts, you will be looking at sourcing abroad. If you can live with that, go for it.