The mark up is for the HK and brand name. HK North America couldn't get the 556 out to the civilian market fast enough. And as mentioned earlier, the USP .45 (easily the favorite of military/ paramilitary use) has been on the market for a while. It's the same difference between buying a Taurus or a Colt revolver. Both work great. Both are reliable and well made. But you'll pay more for the Colt stamp on the side. Same with Sig, Kimber, Springfield, etc. You're paying for a legacy of well made firearms.
If you have an FFL, you can get just about damn near anything you want. You can modify weapons. You can ship modified weapons. But you don't need an FFL to buy HK's civilian weapons. All you need is someone to have it shipped to. You may have availability issues, but I don't see any legal issues that would arise from owning HK's weapons. The biggest issue with owning H&K is the markup for brand name, yet they don't perform any better than some of the cheaper brands. But, aesthetically, they are hard to beat.
I'm not sure where you're getting the info about the USP being the favorite of military and paramilitary groups, but in the US that's far from true, it's a reliable gun for sure, but that's the only place it shines. The real truth is that H&K has an awesome marketing dept, but they don't climb ahead of anyone else, they're known more for doing their own things whether gun users like it or not (I think that has more to do with how they got started). I'm not trying to slam ya, if your an hk fan, but I can find a weapon at the same or less price point that will outperform it and still be a 'legacy' name brand. Politics and marketing are big influences on what people consider good weapons, but it truly comes down to getting your hands on it and putting the rounds through it. Politics has put Colt and Beretta into military contract when they were never the best. That whole lowest bidder at the time of selection is what determines it and then is changed after the initial purchase, to above market value (the M16/M4 the US is now using aren't even made by Colt anymore but we're still paying that price, some still have the logo but that has more to do with the armorers than anything else). If you've developed the "muscle memory" (I hate using that term, but nobody knows what I'm talking about when I say myelination, I guess Hollywood's to blame for that) with one system then stick with it.
Getting a Class III FFL might cause you more problems than you want if you're not also selling the weapons you're buying (fraud/tax evasion), even then you have to pay to keep it upkept and then apply for the proper paperwork when you quit keeping the FFL current. You're better off just getting the Class C Permit, or whatever it is now, for each weapon from BATFE. There are weapons that you still can't get in the US. The Neostead shotgun is one that most people will recognize and caused a big interest when it came out, but it couldn't/can't clear BATFE for import. Enter Kel-Tec KSG (guess where it's inspiration and market were derived from), which in some ways is a better weapon and in other ways it doesn't address the problems that the NS2000 covered.
I'm talking from my time in law enforcement and subsequent retirement from the military. I'm not an expert on firearms, I'm a pilot, but I have extensive trigger time with many brands and systems of pistols, shotguns, rifles, and "assault weapons." I think it's great if you can get a hold of whatever weapon you like, IMO
an armed society is a respectful one, but some just aren't available in certain areas without obtaining them illegally. Ask your FLG, they'll let you know what can and can't be gotten.