Hi,
the reason is the number of copies they sell. Did you notice the price level for karaoke CDs? And these are compatible to many players.
Therefore MIDI-Files are more expensive in general. And the MIDI files you bought are optimized for Yamaha instruments.
Did you buy the files as single songs? Single songs are always more expensive as albums/ sampler. This means printed music, audio music and of course MIDIs and styles.
Another reason is, that the MIDI file companies have to pay Royalty Fees, because it's the using of copyrighted music in the public area.
The only way to save money, is first to buy no single MIDIs and second to buy GM MIDIs and to use the keyboard's sequenzer for optimizing the MIDI.
But in this way you need the original recording as reference.

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Regards
RF