Why do I have to pay shipping when it’s says in the online shop it’s free shipping?
Because US is a bit far from Europe? 
I have to pay shipping and VAT when I buy from USA.
Then maybe Steinberg should not use the wording “Free shipping”. This is also one of the reasons that the software should be downloadable when you upgrade from Halion 3.
But you would have to download all the library, whish is not small.
I don’t think Steinberg has the means to provide such huge download traffic. But in the future, yes, it should be that way. Digital distribution is the only way to go.
A lot of store in the US advertise “free shipping” but most only apply to the continental USA.
I am sure that there will be countries even in Europe where there will be no free shipping. Some of the reasons stem from business politics and shipping regulations (by the distributore, the shipping company, the country, etc). Especially when the economy is like it is. E.g. why would one not expect Greece to have more costly shipping?
Steinberg does not reign over the shipping, they simply use what can be arranged for resonable costs.
But I guess if one wants to be MORE “clear” than other companies listing “free shipping”, adding “where applicable” would be appropriate. People will whine no matter what, so that’s probably why “free shipping” has become OK to advertise.