I can definitely relate. I'm an American, but have lived abroad for the last 16 years, including 3 years in Toronto (when the exchange rate was not favorable for Canadians at all). I live in China now and although pretty much everything is made here, we have to pay significantly more for clothes in international brand shops. Higher end and luxury items can be up to 100% more expensive. My Chinese friends save like fiends and go crazy buying in Tokyo, Hong Kong, etc. whenever they have a chance (or a friend or relative is traveling), maybe you've heard some stories about Chinese shoppers abroad? In the last few years I was unable to travel due to serious illness, but this year I will be in the US twice. I am devoting a large part of my budget to shopping for new clothes at the stores I love and miss like crazy, like JCrew and Nordstroms (excited my trip will coincide with NAS!)
To compensate for lack of affordable and available high quality items I started sewing again (not an option for all), and I spend a lot of time on a website called Taobao (Chinese shopping site with small retailers selling pretty much everything ever made) looking for higher quality clothes and shoes. It's exhausting!
One bright side? Uniqlo is cheaper here than in the US.