Because there isn't a weather station shop here
I think windy is referring to "locally" in a more regional sense. Like why can you not buy locally from a company in your country like the example he gave of http://www.weatherfront.co.uk
Sounds like all the places you checked were extremely expensive?
Next time you might want to ask around the forums for advice on where to purchase before you buy. There's probably a few people that could give recommendations (and warnings).
Although my experience with Davis support is they answer what they want to, I have to give them the benefit of the doubt here. When they do answer their support is excellent. There are a myriad of export restrictions, especially on electronic equipment. Maybe the person you dealt with wasn't that informed on the exact reasons they couldn't help. That's a training issue on Davis' end.