spoderman: IG and Bundlestars both charge it now, and both are located in Europe. Groupees, Indie Royale and Humble are not located in Europe, so they don't have to.
That's not wholly accurate. Each country in the EU has its own VAT registration threshold, and when you cross that threshold, you're required to collect VAT to be paid to the relevant tax authority (HMRC, centres d'impôts, Finanzämter etc.) It doesn't matter where you are in the world - as long as you're selling to a country in the EU, you're subject to that country's VAT laws when it comes to sales there.
Getting caught is another thing altogether.
MoP: Has something changed regulation-wise in 2014, that suddenly all EU bundlers had a collective VAT recollection?
There's probably been some kind of crackdown on it.