They cost more because they cost more to add on than a stock Zune. Everything costs somebody money. You think the artists who designed the art did it for free?
They were free because they were part of a limited offer, an incentive for people to buy from Zune Originals, not just for the colors.
Owner of a brown Zune 30 and a red Zune 8.
And now a green ZuneHD.