Why are 10 speed chains so expensive?
There are 10 speed compatible chains starting around $20. However, most shops, in order to limit the number of different items they need to stock, will only stock higher end chains, usually 105, Ultegra, Dura Ace, and SRAM's PC-1071 and 1091r. 

Which are more expensive, but have the advantage of being compatible with any 10 speed drive train. 

Most likely, there is some difference in price because 10 speed technology is only just starting to move to the most basic of quality bikes, and there hasn't until recently been a need for a low price/basic quality option for 10 speed. 

9 speed was the same way. It will get better, as the need for low end 10 speed gets more universal.