I always thought it was a ploy to make people have to buy their proto shields which are significantly more expensive than a basic board you can buy at radio shack. perhaps I'm too much of a conspiracy theorist though.
It sucks trying to bend the header pins, I tought about filling the holes with JB weld and drilling new holes, you'd have to grind off the pads and run wires to the next row. All that said, it would be a pain, and the money you'd save probably wouldn't be worth your time and effort.
further proof it's a giant conspiracy among those who have the means to manufacture the PCBs - they price it just enough that building your own isn't cost effective. 
-CR