But if you can buy it from the carriers more cheaply than the black market, who would pay more than triple that to the black market?

They're not carrier-locked, when purchased direct from Apple for $920, are they?

And if they're selling for $3500 on the black market, exactly how "expensive" can they be, at $920, let alone how could they be "expensive" due the import taxes that result in an official product that's less than one-third the price of the illegal product that skirts those taxes?