I think a big part of the premium they charge is due to the integration.
I have a very good AV-Sytem in my bedroom: Sony TV, NAD Amp, Kef speakers; but why do I watch my DVDs in the living room on the Beovision 7-40?
How to watch a DVD on the BV7:
1. Get the remote
2. Press "DVD"
3. Dim the lights to Setting 6
4. Enjoy!
How to watch a DVD in the Bedroom:
1. Search all the 3 remotes
2. Power on the TV
3. Press "AV" 3 times
4. Power on the Amplifier
5. Set it in DVD mode
6. Power on the DVD player
7. Press "Play"
8. Go to your lamp and dim it down
9. Sit down, wipe the sweat from your face and enjoy
No more things to say.