Just guessing that the price varies hugely depending on where in the world you're buying it. I'd expect it to be cheaper the closer you are to a saffron-producing nation.

A bit like how, if you're used to how cheap avocados are on the US west coast, you can suffer from sticker shock when buying them on the east side.

The grocery store relies on the mystique of the thing. The people making those expensive jars probably also seed articles online about it being extremely expensive. Then when the average person goes to the store they look at it and aren't shocked by the ridiculous price because somewhere at the back of their mind they will have read it is worth more than gold. lol. Meanwhile, anyone in the know is buying it by the wheel for quite reasonable amounts, and likely better purity.