They ship UPS, and they already get a volume discount from UPS (probably not much though), and they don't mark up the shipping costs nor do they charge any extra for "handling" etc.
So, if you've used them multiple times then you have a 5% discount code, and probably used someone else's on your first order, right? So, you saved 5%. If you order 16 lbs or more of a product (say whey protein), you get an additional 5% off. That alone would probably take care of your shipping.
Another thing is, they are on the west coast, and you are east coast, no? So it's more expensive. They may someday get another facility in the midwest or something to help with that, but who knows.
I also don't mind paying a little more for quality (even though their product is highest quality at already low prices so I'm really not paying more).