Is this comedy, or cross-cultural miscommunication? "I'm afraid," leaves half the thought unexpressed. It relies on a cultural understanding of being afraid of the shame of saying, "no," to someone.
If there's one thing I learned on reddit, it's that every community becomes homogenous once "close enough" posts are allowed so I completely approve of your criticism
Grammatically it's a full sentence, but part of the information intended to be conveyed is missing from that sentence. The person is not just stating, "I'm afraid." Something about being unable to fulfill a request is making them afraid.
Well, in spanish you can say "Me temo que no hago envíos internacionales." Wich traslates as "I'm afraid that I don't do international shipping."
So this is 100% for comedy purpose
I think the premise is that the person would be confused by ending the sentence with "I'm afraid", especially since it's on a second line by itself. It's not that you can't do it in Spanish, it's just less natural and you'd really want to throw a comma in there.
I'm still learning Spanish, I don't think you'd ever use "I'm afraid" in this way in Spanish. If someone said "tengo miedo" (literally, "I have fear") in Spanish it would only really mean they're afraid of something.