I've shipped to Canada. I've shipped to UK, France, Russia, Singapore, Australia, New Zealand, overseas AFOs, and other countries I can't remember. Luckily I've never had a knife go missing. But every time I do so, there's a nervousness and apprehension. Will the Customs official believe that this knife is a "camping tool"? Will they believe that 5 pocket knives are mere "cutlery" worth only $90USD? Will they even get there without falling into the ocean first? Maybe the Customs official has sticky fingers. Maybe the box won't hold up. Etc, etc, etc.
For example, I sold my Benchmade 42C balisong to a gentleman in France. For those that don't know, the 42C is a rare (one of 100) and historically significant knife for balisong collectors. On one hand, I would have preferred to have another American own it, from purely a patriotic point of view. OTOH, it could quite possibly be the only one in the country of France, and be a prized example in his collection. It arrived safely, but what if it didn't? The knife would be lost forever. That thought worried me more than the buyer being out a couple hundred bucks (or Francs, or Euros, or whatever they were using at that time).
Frankly, I don't mind the hassle of shipping internationally. A few more minutes (really) at the post office is no skin off my back, and I know I'm doing a favor for someone who certainly appreciates it. It's just that the fear of the knife or knives not reaching their new owner makes me nervous.
Which brings me to my final point. Scammers. In my nearly 10 years of membership here, I have built a reputation of honesty and trustworthiness in my dealings (and other forums as well). When I've shipped internationally, it has always been on the condition that once it leaves the USA, I'm no longer responsible for it reaching the buyer. That requires a lot of trust on the buyers' parts. Because who is to say that I didn't send an empty box, or a box filled with rocks, or a cheap knife in place of the real one, or that I even sent anything at all? And of course, there's the risk that the buyer isn't on the level either. Even with the condition that I'm no longer responsible once it leaves the USA, the buyer could still raise a beef if the knife never arrives. There's no tracking outside the US with the Post Office, so who's to say that I ever sent it? As I said, I hope the reputation I've built backs me up, but that doesn't mean a scammer could at least try to screw me over.
Again, I must repeat that I've never had any problems selling internationally. I'd be inclined to say that such a thing is the norm and to be expected, but the frequency of incidents that other people have had can only make me think that I've been pretty lucky in that regard. I'll continue to ship internationally, but I can't help but assume that it's only a matter of time before something goes wrong. And in that regard, I understand trepidations some might have to only sell domestically.
As for CONUS only, that makes no sense to me. Shipping to Alaska or Hawaii is no different than shipping to your next door neighbor, except that it takes a couple extra days. I shipped once to Guam. No extra skin off my teeth.