I agree that a 2 million $ guitar isn't better than a 2k$ guitar.
But a 2k$ guitar is certainly better than a 50$ guitar. Not only in how it sounds but in how easy it is to play it.
My 1st guitar was bad so I couldn't do barrè chords. I thought I was bad and pros could do it. Turned out pros just had better guitars.
Better guitars also have less noise, better cables are shielded.
Yes, more expensive is better (up to a point).