I guess the expense and hassle. Plus you get people who want you to lie about the value of the item in the box so they don't have to pay as much for duties, etc. I was getting rid of a bunch of car parts for instance and a guy just up in Canada, not even over seas, said he would take some and could I ship UPS. So I did and declared a low but reasonable value so it could be insured. UPS tries to deliver with all the duties and taxes or whatever due and the guy refuses the package and then asks me if I can send it to him again this time via the postal service and with a really low value. To his credit he did pay for ALL of the shipping, but after that I generally refuse to send anything of much value internationally.
Another time before that I shipped a small box, maybe the size of a fork box, to Latvia and it was like $50.00 to ship it there. It would have been maybe 8 or 10 dollars to ship it anyplace in the US. That keeps some international bidders from bidding.
Also, depending on how you send packages or more specifically if you send them as cheaply as possible, you can't track them once they leave the US. Last thing I want is for some A hole to claim he never got the package and start asking for his money back.