Ok, as an experiment I tried "Why is this expensive" and it was rejected. In English, in a sentence like this, thing is implied and is very rarely explicitly stated. Hmm. Come to think of it it might be a step too far. I suspect "Dlaczego to jest drogie" would be the equivalent, but I'll leave this here anyway.
"Dlaczego to jest drogie?" (or even more probably, "takie drogie" = "so expensive") seems to be a more probable question in Polish as well. But well, it's not what was written here ;)