Buying/building a new warehouse and hiring new employees definitely isn't cheap. Maintaining minimal overhead costs is essential and absolutely a factor in the prices we pay as customers here. I hope you are prepared to see prices increase if Massdrop opens an EU warehouse.
Sure, opening a new warehouse adds cost, but it definitely opens up the EU market for MD. There were lots of drops i didnt join because with VAT/ custom duties + shipping I would end up paying more than just ordering it somewhere else.
Most people i know never even heard of massdrop and there is no real alternative in europe, yet.