There are a number of reasons for this, including:
Volume difference between mature and younger delivery markets. Mature delivery markets like the UK and Germany have a higher volume of parcels to help lower transport costs, which may not be the case in a younger delivery market.
Imbalanced trade flow also affects delivery costs. For example, there are more goods going from France to Denmark, than the other way round, thus the delivery cost is lower from France than from Denmark.
Some national postal operators co-operate with private operators in another country for cost, efficiency or quality reasons while the reverse may not exist.
Last but not least, different wage levels in different EU countries often account for the differences in the last-mile delivery between domestic and cross-border.