Check ebay or other online shops for the nrf24l01 - should be about $2-3 smiley
The Nordic is a great module but it is not a completely functional plug and play module in that format. It requires peripheral components including some sort of PCB, adapter board, or socket to hold that dinky 4mm chip.
The biggest expense associated with building these types of functional modules is the PCB. If you total all of the components needed at wholesale price its probably about $5. So yeah its economics of scale as mentioned above. If you build ten of them you are going to pay a lot more than if you build 100,000 of them. This becomes really clear if you have looked into having PCB's manufactured either raw or populated.