It seems to me that if you’re spending millions of dollars on a satellite launch, the cost of shipping your satellite to New Zealand is tiny in comparison.
I think the concern is the possibility of damage in transit. I think most of the ESA & NASA's scientific missions effectively get final assembly on site, followed by a pre-launch check, then clearance to be placed in the final stage's payload chamber.
The Ariane 5 launches from South America. The rocket and the payload are shipped from Europe to French Guiana.
Yeah, but that's because there isn't a suitable launch site in France or elsewhere on the European continent. Rocket Lab do have launch sites in the USA, so why go to all the trouble of shipping everything to New Zealand?
Their current rocket is a smallsat launcher, it isn't that expensive.
Rocket Lab charges $7 million per launch. It’s way cheaper than the $60 million launch price of a falcon 9, but it’s still millions of dollars.