Because they are made right. Sure, the polymer might be cheap, and the browning mechanism might be cheap, but the engineering and the execution aren't.
*Marksman14 has a P226 that is a lemon. I've owned several sigs and shot several more, and NEVER had the problems he has had. I don't clean them often, I don't lube them heavy at all when I do deign to clean them. They all run the way they are supposed to.*
And paying full retail is for chumps, thats what the internet is for. Check CDNN and ordnanceoutsellers.com.
If you ever think you paid too much for a gun, you probably did. I overpaid for a used P228 when they were 'out of production' a few years ago, and don't regret it a bit. Why? Its accurate, easy to shoot, reliable, and good looking. Same reason I don't balk at spending the money on a USP Tac, I think its actually a bargain at $900.