I agree that some of them (like the lego touch and light sensors) are a little expensive. However, the HiTechnic, mindsensors, and Dexter Industries sensors are all special purpose. mindsensors and Dexter Industries need to come up with a reasonable sensor/interface, prototype it, debug it, get software written for it, manufacture it for the market, and actually bring it to market. HiTechnic needs to do all that in addition to making sure their sensors meet the highest of lego standards, as well as be certified and put in a nice lego case.
It's the way almost everything works... the parts themselves might only cost $3 - $30, but with development, markup, and everything else, they need to charge far more than the part value. I personally think most of the 3rd party sensors are actually priced fairly reasonably.
I'm all for gun control... that's why I use both hands when shooting