Zigbee is mainly expensive due to the relatively small volumes being MFG and relatively low level of competition unlike say BTLE mesh which is as complex but for which the ICs are often MFG in far higher volumes and/or MFG on fine pitch processes. Zigbee has been around for 15 years and never achieved market promises. W.r.t complexity, IC seems really complex, but that's the case of $0.30 in volume micros today based on cortex-m, the bigger cost is in the large flash/ram driving the die size which would make this costs more. It seems complex, but it's all relative.
w.r.t. Color, that would add a lot of cost. Double the number of LEDs, increase either complexity, add a second analog channel driver, add temperature feedback for red mixing, increase number of connections, likely add complexity to the driver so that dimming looks right at low levels, add more connector pins, higher failure hence higher warranty costs, higher support costs, etc. etc.
Oh, and Anders Hoveland, why are you posting under the name JoakimFlorence now?