Believe they are ordered straight from Germany as well with your VIN and when you get them you have to go to your dealer to get it programmed. Hard to say if they will charge you for that too. But yeah... Expensive.
Hmm. I'm pretty sure most dealers don't issue new keys. They outsource to locksmiths. Call a few of the big ones around your area, we have on in SF called lockworld that does our keys most of the time. It's still pricey, but less than 200 I believe over here.