heck yeah they should be expensive.
well the idea behind it kinda comes from having grown up around a dad who is a car nut gear head. There are so many ways that you could adjust performance on a car just to eke out a little more power. There always seemed to be some higher quality 3rd party part to replace the cheap one the car came stock with. Messing with air fuel ratios, timing, pounds of boost, etc could make an engine feel completely different after some tweaking, tweaking with the suspension and you could totally change a car's maneuverability. So on and so forth.
Considering the prevalence of battlefield customization in battletech and how often techs have to constantly replace and repair things, just seems to me like that same culture of trying to boost performance via any means available would still exist. Any mechanic can just drop a huge engine into a frame and call it a day, but it takes a real mechanic to make the beast of an engine reach its full potential, ya know.
Same customization culture exists among pc hardware enthusiasts, gun culture, motorcycle culture, engineers in general, and crazy people that build stuff in deserts for burning man, so it seems natural that the tradition should continue.
So if you have the money to burn, sure...that uller you've been driving all game to the exclusion of all else will be slightly deadlier than the average uller. But just slightly