Why would you expect an international shipment to not be held by Customs?
Their job is to inspect all incoming shipments, stop the bad stuff and collect a duty where appropriate.
When you buy stuff from over seas you are supposed to pay an import duty.
When you buy stuff from out of state you are supposed to pay sales tax - in most states.
Just the massive volume prevents them from doing this 100% so they must use statistics.
If you buy much then the odds increase you will eventually be inspected and levied a duty.
It's all part of the game, there are risks and rewards; and we save a lot of money playing the game.

Good Luck,
KW_Counter