What’s expensive about it is the same as any specialised lab gear: it’s a tiny market, so the suppliers price-gouge to an insane degree. I used to have to pay $14,000/gram for drugs that were selling on the street for $100/gram; the custom antibodies I used for immunohistochemistry cost us about $20,000,000/litre (used microlitres at a time, and you really don’t want to drop the bottle…).
These are the sort of cages I’m thinking of: http://www.tse-systems.com/download/tse-newbehavior-intellicage-rat.pdf
You can build your own for much less money (and we did; our labs were full of jury-rigged gear made from gaffer tape and fencing wire), but using homebrewed prototypes adds a major source of variability to your experiments and impairs replicability. Establishing the reliability and validity of a new behavioural testing setup is a thesis in itself.
