I don't understand transformer power ratings
I guess your wall wart is a switching power supply, which can use a high-frequency transformer. In search for a transformer for your own design, you aere looking for a 50/60 Hz transformer, which needs to be much larger and (hence) more expensive.

A transformer roughly works by converting the input electrical energy to magnetic energy, and then converting that to electrical energy again, but at the output voltage. The size of the core of a transformer must be able to contain the magnetic field. At 50/60 Hz this happens 50 or 60 times each second. In a high-frequency switched power supply this happens for instance at 10 kHz (200 times more often than at 50 Hz), so a smaller core can be used to transfer the same amount of power.

I would advise you NOT to try and build your own switching power supply, because your situation requires isolation and a reasonble power, which makes it a specialists project.

As a side note, it is a sad fact of life that the compontes you can find in a mass produced product will together cost much more than the product itself.