This brings up an interesting point. The prices at your local music store include the "handling" charges that cover overhead. Imagine what it would be like if you asked for a pair of strings off the wall and they charged you $1 for each trip they had to make to the wall. I would image JustStrings, like a traditional music shop, has people working regular hours who get paid the same wage/salary no matter how many orders they "handle" in any given day/hour. I am not an economist or even a business minded person, so these kinds of things do seem strange to me.
I think online retailers keep their "handling" charge separate for two reasons;
1) to advertise as low of a price as possible in the competitive Internet market that includes powerful search engines, and
2) to promote, as people have already suggested, purchasing more products to "spread the cost" of shipping between multiple items
Which system is preferable or better is subjective based on your needs and shopping style, but it helps to understand the differences in order to properly compare costs.