They don't. At least I've never seen a US seller offer free shipping to international customers. Hong Kong and China based sellers is another matter entirely. But they're not shipping FedEx either.
Shipping discounts are based on volume, but not overall volume. For a US based business FedEx and UPS for instance, don't give you the cut-rate international rates just because you do super high volume of US destination shipping. Same if you're Canadian. There are there type of shipping with those carriers from here: US, Canadian and International. You have to do high volume for each one of those to qualify for discounts. When you do, the discounts are huge - ridiculously huge in some cases. This is how Sideshow can afford to ship for free within the US on some items and how they can offer $10 flat shipping on so many more. I'm sure their international volume isn't as great as their US, so they don't get the same level of discounts - but even with bi discounts, shipping internationally is just more expensive because it's more distance and more work for the carrier. You'll never get around that.
FedEx, UPS and others have online shipping tools that will let you calculate counter charges from point A to point B - give it a whirl and see how much Sideshow is already discounting for every customer.