It's somewhat economics of scale, but also that small/cheap FPGAs are sized rather closer to what you'd expect in a microcontroller (and that is quite sufficient for many designs).
Supporting PCIe and other high-speed interfaces (10Gb ethernet and beyond, etc) requires physical transceivers which look a whole lot more like "wireless communications over a PCB trace" and less like the traditional "drive a digital signal over a GPIO pin". These interfaces also typically drive requirements for data buffering as well as higher clock rates: all of these things increase size and cost.
That said, you can get basic chips that will do this for much less than "thousands of dollars" - Xilinx's Artix line is optimized for low cost + relatively high numbers of transceivers compared to the number of logic cells. You'd probably be interested in a development board something like the PicoEVB, which is in the USD $200 range and provides a M.2 form factor / PCIe interface to a FPGA. The actual FPGA itself to do this can be had for less than this... but the cost of the PCB, connectors, adding DDR memory, etc., etc., do start to add up.
Supporting PCIe and other high-speed interfaces (10Gb ethernet and beyond, etc) requires physical transceivers which look a whole lot more like "wireless communications over a PCB trace" and less like the traditional "drive a digital signal over a GPIO pin". These interfaces also typically drive requirements for data buffering as well as higher clock rates: all of these things increase size and cost.
That said, you can get basic chips that will do this for much less than "thousands of dollars" - Xilinx's Artix line is optimized for low cost + relatively high numbers of transceivers compared to the number of logic cells. You'd probably be interested in a development board something like the PicoEVB, which is in the USD $200 range and provides a M.2 form factor / PCIe interface to a FPGA. The actual FPGA itself to do this can be had for less than this... but the cost of the PCB, connectors, adding DDR memory, etc., etc., do start to add up.