I'd say there are two reasons 8 speed bikes are cheaper:
1. In general, especially if you're buying a used bike, they're older. Old things are cheaper (anyone want to buy a 1998 Honda Accord?).
2. On a new bike, the design and production for the shifters, derailers, and cassettes are fully amortized by the manufacturers. Buying an 8 speed is like buying generic drugs -- cheaper but still as good as they were when they cost ten times that much.
I also agree with
Iride01 's advice to buy the range you want, but with a wrinkle. If you're riding in hills or mountains, and you're not in great shape or getting older, 8 or 9 speeds may be advantageous because you can easily get a triple with a low low gear. That's difficult with today's trend toward double or even single chainrings when gearing is biased toward "sprint downhill" gearing. As the saying goes, you need in gears what you don't have in your legs.