But seriously you get what you pay for.
Local wine can be bought cheaply in France but it does not keep for more than a couple of months so no point in bringing back a car load. You need to pay a bit more to get something that will be worth drinking in a few months time if you want to get the best out of a trip to buy wine. That said much of what we pay in the UK goes in tax.
Duty Levels:
UK VAT is 17.5%
French VAT is 20.6%
The big cost difference is in the duty:
UK duty on a bottle of Champagne: £1.60
UK duty on a bottle of Sherry: £1.40
UK duty on a bottle of still wine: £1.44
French duty on any of the above: £0.04
And don't forget the VAT is added after the duty so you pay tax on tax when you shop in the UK.