Well, Milbert is jacking up the price...they aren't worth that much. I recently had a 2A3 directly-heated triode stereo rig custom built for $700, but I guess that could be considered expensive when the output power is less than 4wpc //content.invisioncic.com/y282845/emoticons/smile.gif.1ebc41e1811405b213edfc4622c41e27.gif
Tubes are more expensive because the technology is different - you need big transformers and lots of design in the power supply, for example. Also, the tubes themselves cost something to buy and replace. But most of it comes down to supply and demand. Most people aren't going to buy them, so the few companies that do are going to charge more.