I'm in Canada and gave up on McMaster-Carr years ago. They don't bother with small companies / small orders. They cancelled my last orders and I never went back.
Sorry to hear that, I've always had great experience with them. Want to order one $5 thing as a brand new customer with them? Sure, place the order by 6pm and it'll be there next day. Want to order that $5 item as a brand new customer on NET30? Sure, just check that box when you order and they'll invoice you, no questions asked, and it'll still be there tomorrow. Have a question? Someone will pick up the phone instantly and if necessary get someone with the part you want and a pair of calipers to give you that dimension you need to know. Need to return something? Just send it back, no RMA needed, they'll figure it out and issue you a credit.
But given the breadth of their selection and their speed at processing orders of all sizes it's not entirely surprising that they aren't doing international orders. Trying to do export compliance for such a variety of things without bogging down the whole process would be expensive and difficult, unfortunately, and given that it seems like they've been expanding they can't be hurting for domestic business.