Well you can get a roll of PLA for 10€, which is 1kg. I'm not sure how big these sets are but the material cost per unit is basically zero for things this small.
In the US, it’s common to get quality generic PLA for $15 per kg. Buy several spools at once in a package deal and the price can fall to $11-12 per kg. Wait for a sale and buy a 10-pack and I’ve been getting PLA under $10 per kg. It’s very cheap.
For toys I’d prefer to spend a little more on PLA Pro or Plus, which means it has modifiers added for better impact resistance. This helps a lot with small toys I print for the kids.
You may be looking at more advanced materials like carbon fiber or fiberglass reinforced filament for printing larger parts that take a load/stress.