We would love to do it, but unfortunately the tax laws of this country, at times, are totally incomprehensible. There are many online stores of large companies where you can see "We do not ship to the Canary Islands". Most times it is simply to avoid problems with customs, but in our case it is not because of that.
We will try to explain it with normal words. We are not a big company. Due to the type of business we are, we work (due to the Spanish tax law) with a VAT regime which makes the VAT itself an expense for us. In exchange for that, we do not have to declare the VAT we earned.
Summarizing it even more: In addition to paying a higher VAT than you pay as a consumer, the VAT of the products that we buy is a expense for us, in return, the VAT that you pay us when buying our products (which is lower which we pay), we keep it.
What about the Canary Islands, Ceuta, Melilla and Andorra? Well, fiscally they are not Spain or Europe and we could not sell with VAT. Which means that we would have to sell 21% cheaper to the residents of these autonomous communities. The same for all other countries outside Europe.
Nothing would happen if we were mere VAT intermediaries, as are the companies, which are subject to another VAT regime, but in our case we are not. If we sell to these places, we have to lower our prices 21% in exchange for nothing, and it is a reduction that we can not assume.
Serve this explanation for you to notice and to realize the amount of online stores that sell at the same price even if you live in Madrid or Tenerife, which is illegal.