Uh, yes, the trees are being illegally imported. There is a buyer in Japan that is then moving them to another southeast Asian country (I know, but not calling it out - not the country's fault), and they are then moved to the US. There are a few family members involved on FB that often bid on each others' trees. How do I know - I asked someone that I'm connected to in Japan and he confirmed. Legally bought in Japan, illegally brought to the US. I believe the buyer in Japan is willing to facilitate for anyone, not just the sellers on FB. For a $750 fee, you can bring over three tress of your choice as well (not including the price of the trees).
Here's a story from over 20 years ago where Bonsai Northwest was involved. I don't think they were the source of the particular beetle, but it shows the impact imported pests can bring. USDA estimates $460 million is spent annually to try and control Japanese beetles.