The price of timber in Europe is way higher. I'm always amazed when watching US woodworking channels on Youtube how cheaply they get their materials, especially two-by-fours. This is causing another interesting difference, in Europe most of the simpler furniture is made of laminated particle boards (IKEA style), while my impression is that in US plywood is more common. In Europe plywood is fairly expensive, which made particle boards and mdf way more popular.
I'm not sure where "over here" refers to but here in the UK "wood yards" are fairly common, especially in more rural areas and are typically much cheaper than DIY places. Often they'll even cut it to size and deliver as well!
Proper high quality wood is a bit nich area my first job had its own stock of hardwoods used for building hydrodynamic models - which where works of art in there own right.
The large hardware store chains only stock standard softwoods and some board materials, all in subpar quality. This mostly caters to the "jigsaw and woodscrews" faction.