Ultimately, it is the seller's responsibility to get the item to the customer. If there's ever any question about the trustworthy-ness of the buyer, you should ALWAYS insure the package, especially if it's something expensive. Insurance is just as much about protecting the seller. Also, I NEVER ship out of the country without insuring the package.
In your case, there's no reason that you should just have to "suck up the fees". Just file a non-paying bidder claim against them. In my experience, payment comes quickly after an NPB is filed, often with a profuse apology from the lazy buyer.