So I am about to get my Air, and I have just a short question. It was bought in Croatia (EU) and I will bring it along to Luxembourg (EU). If it happens to malfunction within the next two years am I entitled to free support? For the EU laws state I am, although Apple advertises only that 1 year.
You have one year manufacturer's warranty. For one year, Apple as the manufacturer will fix problems, whereever you are in the world.
In the EU, you usually have additional rights against the seller; the details are different from country to country. The "seller" is the shop in Croatia that sold the computer. A different shop in Luxembourg, or an Apple Store in Luxembourg, or the Apple company, have no obligations to help you after the one year manufacturer's warranty runs out, only the seller in Croatia. What rights exactly you have in Croatia, you have to check there.
You should check if AppleCare is good value for you, because it means that for three years you will get the same warranty service from Apple that you would normally get for one year only, anywhere in the world. The consumer rights of Croatia might not have any value to you if you are not there to take advantage of them.
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No, it is the customs. It has nothing to do with this. EU and America don't have a general free trade agreement.
The biggest difference is usually 20% VAT (the USA have sales tax, but they are not shown in the advertised price, so if you see a price tag $999, then you will have to pay more). Hiring employees may be more expensive than in the USA; that will add to the price. And better consumer protection isn't free. Import tax won't add much at all; that only applies if you import yourself because then you pay import tax instead of VAT.