How bad is this soldering station from ESD perspective?
The differences between an ESD safe station, and one that isn't claiming to be, go well beyond just the tip being grounded. 

The entire exterior of an ESD safe station should be made of static dissipative material with a path to ground. This includes the hand grip, wire insulation, and control/power unit. This ensures that the station will not introduce any ESD risk even if it's sitting on the ESD mat or the iron's power cable brushes across your components as you work. 

The increased material and engineering costs to make the whole package ESD safe is where you get to cost difference (give or take some extra price gouging for industries that must be ESD certified and people that are just willing to pay away their anxieties). 

In terms of practical ESD safety for your average hobbyist, this is probably overkill. The tip is the only thing that should be making contact with your components, so as long as that's grounded and you take all other practical precautions you will be fine. Use an ESD mat and wrist strap. Try not to let the hand grip or cable rub against your components. Should be no functional difference as long as you're careful.