McMaster is geared towards commercial/industrial customers, who favor speed over the (relatively) small price of shipping.
I've ordered brewing stuff (copper tubing, water filter, compression fittings) from McMaster and found their shipping prices reasonable. Given the size and extent of their business I think you can trust McMaster to have fair shipping charges, simply because mail-order is their business and customers ultimately won't tolerate out-sized shipping charges.
However since speed is their focus and their normal customers aren't that sensitive to shipping charges, you can expect some loose shipping practices. I received the water filter and fittings in a box about 4x bigger than it needed to be, with some crumpled up butcher paper thrown in as padding. I order a lot of parts through McMaster for my job so this wasn't a surprise. Sure the box could have been smaller and saved me a little on shipping, but to me the selection & availability make up for it. I spent an afternoon driving around trying to find the right fittings at hardware stores with no success.