Yep. In plain terms: you pay the government a fee for exercising a free market choice, you pay a different part of the government for the service of inspecting your purchase, and then you pay a company who will deal with the hassle of the government inspecting your purchase.
Your mileage will vary by country and type of good. I have gone in person to process an import, and the agent was nice and just charged me the equivalent local sales tax (assuming my time has no value).