Multi-mode transceivers used to be a lot cheaper than single mode, but now they're around the same price for short distances. From what I can tell, most datacenters appear to be making the switch to single mode even for in-room networking.
For short runs inside a building, the transceiver prices are much more comparable. Compare https://www.fs.com/products/251819.html?now_cid=4089 to https://www.fs.com/products/282973.html?now_cid=4089
Except, no, you can run (single lambda, not muxed) LR transceivers on MMF, it's out if spec but you actually get around +20% range before hitting dispersion limits.
I'll also note SR ranges are not in fact long enough for larger buildings. And this gets worse with higher speeds, since modal dispersion is a bandwidth problem, not attenuation.
Also, using 800G for comparison is a bit ludicrous ;). 10G is bread&butter, 25G/100G is mainline. (40G is the shunned weirdo uncle.)
Now lets say you want to send multiple signals to get more bandwidth on one fiber, you just need to move the frequency/wavelength of light so different signals have different wavelengths and can be discerned at the receiving end. That's gonna take even more optics and filters on both ends, but works quite well to add more bandwidth to existing fiber installations where running more fiber would cost a lot more than installing new equipment on the ends.