I think what you need is some perspective. Trade is very free now compared to what it used to be.

As you say we have to pay tax when we import from outside of the EU (just like corporations also have to). But don't forget that there is no import tax within the whole of the EU, you have tax free trade in pretty much all of Europe (and a few far flung parts that stretch our modern impressions of where Europe ends).

This wouldn't have been the case for much of Europe before the EU.

Back in the second half of the 20th century, just after the second world war, import tax was huge in Europe. To discourage people from buying from abroad it wasn't unusual to have import tax of several hundred percent on certain luxury goods.