Signal transformers range from cheap to very expensive. A Jensen transformer, like that found in the Radial JDI, is a premium component because it has a wide frequency response, and extraordinarily low harmonic distortion. Other high-end brands include Lundahl and Cinemag. You can get a cheapo transformer DI by the likes of e.g. Whirlwind, or a direct-import from Amazon, but the transformer’s frequency response and distortion figures won’t match those of a higher-shelf component.
In addition to the care taken in making a transformer, the materials used in them are costly (copper and nickel for the most part). Lastly, a quality DI is going to be built quite sturdy, with some heavy duty jacks, switches, and cases. All of this adds up!