Shipping from the US to Europe costs $3.60 for one "well behaved" CD, meaning one which, with the packaging, weighs less than 4 ounces. Before the price increase it was $3.35. (A 5 oz package would cost $4.50 today). Shipping the same 4 oz or less CD within the US costs $1.64 in postage today.

I don't suggest shipping without the case, and so far I have never been asked about it, and I have been shipping CDs for several years now. I don't think the difference is significant, especially since US (or Canadian) CDs are almost always priced slightly higher when sold abroad, so the total cost for a CD remains well within expectations (and comfort zone). The price climbs quickly with increased weight, however, so if ordering a lot of CDs shipping without the cases might be worthwhile. If someone asks about it, I would probably do it, although I would then have to look around for something to ship it in, and would be a little more nervous about the CD arriving undamaged. It could be that protected shipping is one of the advantages of the case!