In general, most goods imported from other EU countries don't attract taxes or duties. However, goods which qualify for excise duty (such as tobacco or alcohol) come under separate rules. Although you can personally import a (theoretically) unlimited quantity of tobacco without making any payment to HMRC, you can't buy postal imports without paying excise duty, VAT and a customs examination fee on the consignment:
http://customs.hmrc.gov.uk/channelsPortalWebAp p/channelsPortalWebApp.portal?_nfpb=true&_page Label=pageTravel_ShowContent&id=HMCE_CL_000014 &propertyType=document#P170_18628
By the time these charges have been taken into account, there are no savings to be made by buying from abroad. (The total cost of the purchase usually works out at least 10% higher than UK supermarket prices). So there is no point in traders from other EU countries exporting to the UK.
Chris