Where did you read that? In my experience, when ordering from outside the EU (I only have experience with the US, but I don't think it matters) I'm usually on the hook for import duties and VAT when I receive the package. I have to pay those separately, and not to the retailer but to the delivery company.

The point is that, it's technically the end customer who pays the VAT. The seller collects it, on behalf of the state.