I’ll hazard a guess:
First, the blades for the turbine and compressor are expensive by themselves. This is particularly true for the turbine blades, which have to tolerate considerable heat during the normal course of operation. They use exotic manufacturing techniques and exotic metallurgy/ceramics to achieve the desired performance characteristics with acceptable weight. Here’s a short video that shows the steps for compressor blade fabrication:
Contrast with piston fabrication for a reciprocating engine: chuck up some aluminum in a lathe, turn to a piston-shape, bore a wrist pin hole, done.
Second, there are a lot of these blades in a gas turbine engine. I mean really a lot. Hundreds of them.
agentjayz services gas turbine engines and posts a lot of videos on YouTube. Here’s one where he shows the innards of the compressor section from a gas turbine engine, both the stator and the rotor:
That was just the compressor section; the turbine section is more of the same.
From what I’ve seen, each blade is selected and installed by hand. The rotor spins pretty damn fast, so mass balance is critical : each blade has a documented weight, and each blade site on the rotor wants a blade with a particular range of weight, so it’s on the assembler to get these matched up.
And of course the last piece of the puzzle is the marketplace. A gas turbine engine is more reliable and has better power-to-weight ratio, so it provides more value, which means the manufacturer can demand more money for it.
TL,DR: a gas turbine engine has a lot of very expensive parts and a lot of assembly labor, and many (but not all) customers are willing to pay for all of that.