You mean "separates" components, not "Pro Gears".
It's a niche market - scales of economics.
Very little people buy pre-pro + amps, so the cost will be a lot higher.
A lot of people buy AVR, so the cost will be lower for AVR.
I don't think it's so much higher quality parts used in separates.
IOW, the Marantz/Denon/Yamaha/Anthem pre-pros are pretty much the same as their AVR's. They just take these AVR's and modify them to become pre-pros and amps.
I don't know if you remember or heard of this. But not too long ago, Moon Audio took a $1,200 AVR and modified it into a Pre-pro (removed the amp section, put into new beautiful chassis, added XLR Inputs/Outputs, etc.) and charged $18,000 for it!
EDIT: Looks like HD beat me to the punch on the scales of economics.