The margins on a lot of these things are razor thin and the minimum order size is just enormous for any kind of savings. We would have to order thousands of units and then it would maybe save a few dollars per unit. It's a bummer, but it's the state of things right now for most computer components.
I'm a Brit but live in the US and i don't mind Amazon (i have Prime though). As for Newegg, I bought about 60-70% of the parts for 2 new X99 systems and they treated me like shit, even to the point where they tried to argue "2day shipping" was calculated from the time after processing (took 8 days to get to me when it was in stock) and "guaranteed" apparently means something different to them.
To sum up, don't mind Amazon but i wouldn't waste a cup of piss if i saw Newegg burning in the street.....