I think since import costs have gone up so much, a couple things have changed to shift the balance a little bit over towards buying in the USA. One is there are more savvy warmblood breeders here now. Two is that some people still are bringing over plane loads of weanlings and selling them after a few months. THe import costs are cheaper that way, so hopefully not as much is added to the price of the youngster.
I honestly wouldn't recommend you get a baby. You'll spend a lot more money than you think. There are so many risks with babies and warmblood babies need very very different management from American breeds. A couple years ago my friends bought a warmblood and fed him like a quarter horse or thoroughbred - he had to be put down at 1 year. Osteochondrosis - they grained and fed it supplements so it would 'grow big and strong'....the breeder was so upset with them. He later said to me...'you know what they feed them in Europe???? STRAW!!!' (not really, but they don't overdo the grain and supplements).
Then there are accidents, and also the not knowing what you're going to get. The temperament might not turn out to be compatible. If you get a six or seven year old, it may seem to be more expensive, but there is less risk, and they're usually not as tough to ride as a 3 year old that is going to be scared of some things and bolt here and there and just be a baby huey at times, no matter how quiet it is. You're looking at getting a trainer to break the horse and do the early work, with most youngsters, and given that you may as well buy a six year old.
BUT....babies are cute.......