Because they're under-driven, they actually need considerably
more (typically four times as many) light emitters than a cheaper alternative, and those cost money. It's true that a capacitive dropper is a cheap way to make LED lamps work, but that's how the LED lamps you're offered in a typical store today already work, so doing that isn't saving them money over competitors, and since it's a long-life product they didn't skimp on the power supply design, check this Big Clive video for example:
https://www.youtube.com/watch?v=AM2DMuryw_A