Well, I just did the math, and if you buy here and sell elsewhere at a price of twenty (low for a high-priced fief) and a sales tax of 25% (the highest I've seen thus far, perhaps the maximum), you start turning a profit at a 227% distance bonus. If your destination's tax is as low as 5%, your profits will start at 167%. (Someone point out problems in my math if you don't get the same number, please.)
You don't really have to travel that far to get a 300% distance bonus, so I guess it's only going to make a significant difference if you're buying a lot of goods--you'll be slower and get a much higher margin reduction. So if you're just in the area and need to pick up a hundred goods or so as a second set of no-penalty crates and you'll be traveling half the map or more, there's no reason not to buy them here.