To put it in different terms this is like a DSLR for sound. A number of other headphones like $300-$600 Sennheisers are like a nice point and shoot. They can all take pictures and really good ones, but the DSLR wins technically in every way you can take a picture.
I disagree with your comparison. electrostatics have a lot of benefits over dynamics, but they hardly "win in every way".
Still, I will say the technology is excellent and features a lot of benefits. Same with planar magnetic headphones, the electrostatic driver moves forward all at once, rather than as a point like a dynamic. One reason the HD800 and friends have drivers the way they do is to minimize the negative effects of this.
You can DIY electrostatics pretty cheaply, but the process is very long, very delicate, and very labor intensive. The finished product should sound good, but usually look ugly and are uncomfortable.
Another reason for their expense is the safety factor. The bias voltage of an electrostatic driver is usually a few hundred volts. Having that sort of voltage near your head presents some safety challenges for a consumer product. Plasma speakers (and headphones, rare though they are: I know of only one) have the same issue.
Also, the amplifier is fundamentally different than a normal one in a few ways.
All these things ass to expense. Beyond what you get from just having an "audiophile" tag.
