EBay highly encourages "free" shipping (meaning it's included in the price), promising more bells and arrows pointing to those auctions. I resist for the reason you mentioned. If it costs me $2 to ship it, adding $2 to each item would defeat my effort to sell multiple items to the same buyer. Adding 25 or 50 cents per additional lot attracts more interest.

It is good to hear a buyer's perspective, though, since eBay chat rooms tend to be dominated by sellers asking "why didn't this attract any bids?"