If you want to shoot worthwhile volumes of anything other than 9mm, .40, .223, and maybe 45 and .38 special, reloading is just about essential.
For an ammo maker, it doesn't cost any less to buy the equipment used to make .44 special than it does to buy the stuff to make 9mm. It doesn't take any less time to change over production from 9mm to .44 spl than vice versa. For a retailer or wholesaler, keeping .44 special on hand doesn't take up less floor/shelf space than 9mm.
Both those parts of the supply chain are going to recoup those costs... but with .44 special, they have to do it over fewer boxes (and a longer space of time). So there will be more "overhead" tacked onto every round/box/case. Much more.
Throw in the fact that there are not going to be periodic dumps of huge quantities of mil-surp or LEO contract surplus to drive down the price, and you lose a big constraint on the ability of those makers and merchants willing to make the investment (and accept the risk) of making a relatively-niche round to raise prices to account for those challenges.