And did nobody ever wonder why they were able to buy direct from US at a cheaper rate than buying from UK dealers who were able to buy in bulk?

It's just like Robomatic's tale about buying a bike in France and then reclaiming the VAT because he took it to Belgium. The VAT refund would have been based on the assumption that he would have to pay VAT in Belgium when he took the bike in.

If a car dealer sells a new car, and exports it (to Outside the EU) he charges no VAT.
If he sells it to someone to take to another EU state, again he doesn't charge VAT, but the buyer will need to pay VAT in the country he takes it to.

Shifting goods to, or buying goods from, other countries doesn't mean you don't pay taxes, it just changes where those taxes are payable (in some cases).