Here's one of the major reasons why UK retailers typically like to avoid boxed sets for RPGs:
In the UK, Boxed sets typically attract VAT, while books are VAT-free (17.5% cheaper).
All it usually takes is the inclusion of a sheet of counters or a poster in the box to make it no longer count as a book and escape getting taxed. A product that is solely books however (including a boxed set of nothing but books) are thought to be of some educational value by the government and therefore escape taxation in order to encourage the masses to read them
The effects of this can be seen in the original Judge Dredd RPG by GW in the 80s, which came out as both a boxed set and later as a hardback edition with the counters and map as perforated inserts in the back. Perforated inserts apparently count as "pages" in the book. The hardback book edition also took up less than half the space of the box on the shelf, so you could fit three or four copies in the space the box took up.
As a side note - books containing a DVD or CD in an envelope envelope suddenly turn the whole product into glorified disc packaging and make the entire product taxable. However, I believe the 3rd Edition D&D Player's Handbook somehow escaped this (most likely because it was not emblazoned across the front cover and nobody from the Inland Revenue cared enough about D&D to take a look
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