Your miles may vary. But maybe you were lucky. I've had occasions too where I did not pay anything extra with an Amazon order (also from Shenzen). On other occasions with Amazon (also from Shenzen) I had to pay extra fees to DHL and import rights to the Netherlands, but it is not a given. It is just how lucky you are with border checks etc. By the way: it is
not all included upfront in the price on Amazon. Read Amazon's fineprint about delivery from third parties

.
There are lots of known cases where people (also UK) had to pay extra import fees and even VAT etc. when ordering via a third party with Amazon. Next time when you order, your direct experience may differ