Sometimes, but the advantage of used and new from shop vs grey which is online is you can try before you buy and check the specific copy of the lens works well on your camera without serious micro-adjustment.
IF you pay the VAT on a grey import then I have absolutely zero issues, it is all just a trade-off in cost and risk.
There are lot of other risks which people tend to ignore with grey imports. For starters you often aren't dealing with UK company so UK trading laws often don't apply, get shafted from an HK online dealer, well you are on you r own, and even your credit card protection may not be valid (and heaven help you if you use bank transfer). Then there are things like there are fake cameras out there, a Nikon gave an advisory that certain grey import D800E's sold on ebay were actually just regular D800 cameras. And then there is the risk that your warranty with the shop becomes useless. E.g, if the online shop closes down you are left with no warranty, while a UK stock item can always be repaired under warranty for free. And then there is just the customer service aspect, I trust the likes of B&H, Amazon, WEX lot more than an HK online only company that commits tax fraud