There are various kinds of current probes. AC only, with a bandwidth that might range from a few Hz up to 100 MHz or so, are relatively simple (a current transformer) and affordable. Available new for under $1000 and used for around $100 if you're patient.
Here is a DIY design. Note that most commercial probes would be more complex because they feature a split core and higher bandwidth. Polishing the surfaces of the split core to optical flatness so they meet without gaps is already quite tricky, for example. AC/DC probes with bandwidth up to audio frequencies, like the one lightages refers to, are also fairly affordable. These just feature a Hall sensor.
It's the DC to tens of MHz bandwidth probes, like the A6302, that are complex beasts. They combine a Hall sensor and current transformer in one core, which is extremely tricky to pull off with good bandwidth and noise performance. Tektronix pioneered this process. The core and sensor in the old P6302 is essentially identical to current products like the TCP202A. These are popular, unique Tektronix products. These days the patents have expired and there are two other manufacturers (LEM and Hioki?) of similar (but slightly inferior) designs. The Lecroy probes are made by one of those companies, for example.
There are just no cheap manufacturers like Rigol and Atten making these probes. They don't have the technology or R&D to pull this off. These probes also don't sell in the same volumes as say a basic 200 MHz passive probe. So you have a product with an extremely complex production process, a limited sales volume, and a few high-end brands selling them. Note that a basic 1x/10x switchable 200 MHz passive probe from Textronix will already cost in excess of $100. It's not unusual to pay more for a high-end probe than for a high-end scope. Probes are not just pieces of wire with BNC connectors.
New products are pretty much identical to the old A6302. Compare the specs. They extended the bandwidth to a useless 100 MHz (good luck making use of that) and changed the amplifier. That's about it. So working used probes still command high prices.