They are built differently from most mass market TTs, which don't all use the same construction in any case. The construction technology used by Airstream for the shell has quite high cost for both labor and materials. Thus original price has to be higher. People willing to pay a much higher price will believe it is higher quality; that part of the equation has long been used in the automobile market, badge-engineered premium price models. I'm thinking particularly of selling the Chevy Cavalier as a Cadillac Cimarron.
Airstream is not the only company building substantially differently. Molded fiberglass shells are also more expensive than assembling a wooden or plastic box. There are also manufacturers whose use some of the more common techniques but use better materials. And there are those who badge engineer premium models, just like the car cimpanies.