Depends on what the parts are. Basic wire and stuff, sure that's cheap, but pickup covers or other items that require special tooling can get pretty spendy - at least when you consider they are up front costs with little guarantee of a return should the product line be a flop. Then there is the time and money spent in development, followed by pre-production, and then full scale production. Little of what Dimarzio makes is technically simple, most of it is quite complex. If someone could make an identical product for less they would.
But rather than looking at the big manufacturers like Dimarzio, or Seymour Duncan and the like just look at Joe Barden's pickups. They are pretty straightforward from a 'parts' standpoint, but just try to build a set yourself. The devil is in the details.
FWIW, I'm a big fan of Dimarzio, especially the Virtual PAFs, and have owned many other of their pickups, but i also like the GFS stuff too (their lipsticks, and the Mean 90 are just plain good pickups) but they are very basic designs mass produced and therefore priced accordingly. If GFS tried to charge more then rest assured someone else would come along and sell something similar for cheaper.
Edit: Try not to think of someone 'overcharging' as any sort of crime, instead think of it as an opportunity for someone else (maybe you.)