I've seen this question come up many times before and I can't think of any time that someone has had a problem with import film. Personally, I also shoot USAW or import, and I buy from B&H. They've been around a long time, and didn't do that by selling bad film. If they had a problem, they'd fix it.

The extra cost comes from the distribution channel - the process of getting it from the factory to the store's cooler is very controlled. With grey market film, you don't know how it got from point A to point B. There are always stories about how someone got a bunch of film for nothing, turns out it was stuck in a railroad car in the desert for a month, etc. If you buy from an unknown place, you may have a bigger chance for potential problems - just stick to a reputable place and you'll be fine.