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What makes you say they are more expensive?
We've constantly been told that the steel molds involved in producing the plastic figures are the most expensive part of manufacturing. More transparent companies, many of which are Kickstarters have broken down the price on this, so we know what we've been told is true.
We also know that Barbie shit is cheap as shit to produce. The difference between Barbie crap and something like Mezco/HotToys is that the costumes are fitted to the bodies, hence looking tight vs loose and bulky on Barbies/MEGOs. So there's an obvious correlation with costs there.
Given that McFarlane is including wired capes are included with McFarlane's basic figures, it's cost isn't going to be more expensive than the molded plastic capes.
Toy companies aren't charities and are going to price their toys to match their cost, even private ones like McFarlane or Jada.