I have a couple of 2k volt probes I paid under 100 for each set.
The deal breaker comes when you need high bandwidth with high voltage. If you don't need high bandwidth probes when doing HV testing, which is most of the time, then it's not so bad..
The probes I got are rated for 250Mhz and made in germany. But since that purchase, I have not been able to find them any where or probes of that BW and voltage for that low price.. But they are still much lower priced ones than what you have seen.
At work, we have a 60Kv at 250 MHz that we use from time to time. that can be used on a DMM or Scope.. That one cost some where around $5k.
Jamie