I might be able to shed some light on this. With these types of figurines, Japanese companies often produce a limited amount of them. Preorders get opened and after that time period closes it's rare to see preorders ever open back up. You can see on this page some Luna will only be open to preorder until August 31st. Figures run on average higher than your typical toys because they're fairly high quality, are poseable, come with multiple parts that you can switch out, and even mix and match with other figures from the same brand. They're kind of niche so many aren't produced in the first place. Mega popular series might get additional runs though.

Nendoroids are a popular and affordable entry-level figure to collect so people always rush to preorder them. It's more likely that those non-Japanese retailers have ran out of their allotted preorder stock. Accessories like sets are less desirable because a lot of people just keep their figures in the box or in a display area. The sets are aimed more towards people who like to photograph their figures.

EDIT: I just realized you're probably talking about the LEGO sets and not the Nendoroids, in which case please ignore my comment.