Why is PEEK filament so expensive?
My assumptions about PEEK filament price are:


Raw material is more expensive. Compare price of ABS with PEEK pellets.
Demand is much lower. There are not many printers able to print peek. If you manufacture PEEK filament you have to store a filament batch for longer time. Manufacturer has to calculate into price storage space, material degradation, ...
Filament machine tuning. You have to tune filament extrude machine for PEEK, which takes time because it's a totally different plastic. Maybe there is a cleanup needed after finishing a batch and switching to another material.
Working conditions. PEEK is quite smelly and I am not sure if you have to improve work conditions like better ventilation. 
Research costs. You have to distribute research costs to a filament production where demand is low.