Prices are the same across the board. There's no price competition. I think it's just a bug. If some other country has workers that satisfy growing demand, your own unemployed workers won't start work. Happens all the time with Coffee when i take over central Africa. If you're a major power (and therefore floating in cash) you can try setting the stockpile to buy up that good for a while. That'll increase demand and get your workers employed. Then you can cancel, and they'll usually stay employed.
What i don't understand is when it's the things i produce in abundance that are my biggest imports. Right now as Germany i produce 2k Tea, and consume 1.7k...yet Tea is my biggest import, at ~500 units a day. Who's even importing it?
On the flipside i produce about 3k Iron and consume about 7k...yet Iron isn't even mentioned in my imports...