Because if Sideshow offered free shipping on exclusive versions everyone would buy their HT figs from Sideshow and retailers would be pissed. I already know that retailers are pissed that Sideshow is offering free shipping on HT stuff as it is.
The fact of the matter is, people are having trouble affording HT figs, so they're going to secondary retailers to buy their stuff, and it's squeezing the hell out of Sideshow's profits, so because of their distribution deal with HT they're not allowed to discount the product, so they offer free shipping instead. That's all there is to it.