Why are figures so cheap in Japan?

Japan yen is simply put removing the decimals so 1000 yen is roughly 10.00 and 100,000 yen is roughly 1000.00. Back to the question at hand yes they are cheaper IN JAPAN it costs more money to ship it to you then it really does for the actual product hence the mark up.

Why is anime figures so expensive?

The more units of an anime figure that a merchandise company makes, the cheaper the costs for them because they can buy the materials that are unique to one particular figure in bulk. The animes production company does smaller batches, so they know that they arent going to waste money on unsold products.