Yeah, VAT is a consumer tax, so as consumers we have to pay it. It was a nice ride while we got it for free. :-)
I started using JLCPCB because they would collect the payment for customs processing as part of the checkout process, rather than getting hit with a separate fee from the courier when the package reached the country and which would typically be more expensive as a separate payment.
Its one of those psychological things: when you pay it all together it doesnt seem as bad as if you have to make "another payment" separately just to get your PCBs. :-)