I think the issue is VAT. If VAT has been paid in one EU country then shipped to another there is no VAT to pay. Now that UK is not an EU country VAT is payable same as on anything imported from any other country. It does mean that in theory an EU exporter need not charge VAT on orders sent to UK, but that would require paperwork.
I think.
I'll find out soon as I have an order in transit.
The relevant page on gov.uk currently states:
The Brexit transition period has ended and new rules on tax and customs on goods sent from abroad now apply. This page is currently out of date.
Not. Much. Help.