Why can't you have a camera with a full size sensor, ability to shoot RAW, good dynamic range, and a 2k (or more) image for, let's say $5,000?
You can. Get a Blackmagic. The difference is Blackmagic uses essentially 'off-the-shelf' parts that it then assembles and sells.
A company like Arri spends years and large amounts of money in research and development, and manufacture their own parts - most importantly, their own sensor.
Literally the way things are wired can affect crosstalk, which is why every part is incredibly important.
That's why the image of an Alexa looks better than anything else - Arri have spent years and millions getting their sciences right (in particular colour science), and have brought out a camera/cameras that are far superior.
Unlike consumer products where things can be made up of the same parts, but with different price tags because of the brand, camera parts are manufactured by each seperate company.
That's why it's more expensive. In part, it's to do with market demand, but their product is superior and in an industry where budgets are huge and the majority of camera kits are rented, the purchase price isn't generally a huge factor.
Lenses are similar. The reason Cooke primes cost 50x as much as cheaper still lenses is the R&D and the technicians they employ.
And you can't really argue that Cooke s5's aren't better lenses than Canon EF-S lenses (whether it's better for your story is different).
Also, in terms of other professional products (I.e. OLED monitors), the reason they cost more than their consumer counterparts is they have a much lower tolerance for defects.
It would be a somewhat similar to argue that you should be able to get a decent Cinematographer for <$5,000 per day.
You can. And they might even still give you stuff that looks awesome. But it won't be Roger Deakins.