>>10834461In 1998, the company posted it's first financial loss and laid off a large part of it's employees. Then lost money every year until the mid 2000s.
That set represents what bankrupted the company; the gigantic molded and printed baseplate made by another supplier, chrome parts, like 10+ specialty molds almost never used again, super ornate packaging with a box flap and tray, etc.
Lego's batch sizes for production during this period were not large, because they didn't have the sales or popularity to justify making large batches of sets. There is not a lot of sets from 1999-2003 in existence as a result. So when something is desirable from this period, it's very easily for the aftermarket supply to quickly dry up to nothing and create large increases in pricing.