Most sellers are located in different countries. Packages have to pass through customs. How do they clear that?
I'm just amazed that they've been able to carry out an operation like this online and quite successfully at that. I asked a couple of members if I could interview them, though I suspect I won't be getting many responses..
A site like this can't get too big, else it will invite scrutiny from authorities. As long as it stays underground though, as you said, it's just too cost prohibitive to go after individual sellers