Well, no one says you can't. And actually everyone says "let's do it" because it is so much cheaper than buing in EU shops.
The point is that when forwarding from USA you pay US taxes (which you should be able to have returned, but you don't) and you pay for shipping twice. So, yes, you can do it, but it is still more expensive then it could be or should be.

And the European price, even after excluding VAT is still higher then the US price by a mile.