I've tried to find F6T5/BL or F6T5/BLB lamps at Amazon USA, lamps often costs >$20 and shipping is >$25. Why they are so expensive?

Mainly because customers are still willing to pay that price.
These are rather niche market (very low volumes sold), so very few players venture into it, so they may afford to ask the extra price.

Same as most things really, supply and demand. We've got it, you want it, you pay our price or go without. It's why eBay sellers can get away with charging ridiculous prices for both goods and shipping, someone out there is always willing to pay the asking price

Me, unless it's something super-rare like a MAT/V lamp (one day before I die I will hold one in my hands) I'll mostly go without.

$20 sounds about right, especially if you buy the branded bug zapper lamps. You could probably get a cheaper one if your zapper uses standard sizes from a lamp supplier.

Mine uses a specific 40w U bent lamp and as far as I know only the branded lamp fits, they're around $25+tax each but I found an unopened one for half that at the Restore.

The phosphors in the better lamps of this kind are really expensive.  The standard phosphors degrade very quickly and life is short.  Some years ago Nichia developed a very special process whereby each grain of phosphor powder is coated with a thin film of alumina.  This process ensures that the lamps can be driven harder for improved output, and/or better maintain their UV irradiance during life.  Since the phosphors are very expensive, the resulting lamps are also expensive (since for even a typical white FL lamp the phosphor coating accounts for well over half the total cost of the lamp).  See for instance the different UV Maintenance curves through life from one of the better manufacturers: https://www.pestwest.com/blog/you-ask-we-answer-do-all-fly-traps-of-identical-lamp-wattage-have-the-same-fly-control-efficiency/