I agree, but I also understand there are other costs involved with serving a Spanish, French, Italian, etc. wine here in NYC.
Let me give you concrete numbers:
As an individual, you can import up to about 120 bottles / year and pay about $2/bottle in taxes and fees, plus $8/bottle in shipping and handling from Spain. You can go up to 480 bottles but you need to file for a permit in advance and if you do it every year it might be questioned.
So for individuals the cost is $10/bottle.
As a small distributor / importer you need to have a license which, for wine imports ends up being just over $1000/year. So assuming you import those same 480 bottles, that's an additional $2.
Of course as a large importer you pay a lot less than $8 on s&h and get significant discounts vs retail for most bottles but then you have inventory risk and other operational costs.