Isn't 10 speed chain thinner in the outer width (but not the inner width) to work with the tighter spacing of the 10 speed cassette vs. 9 speed - thinner plates but same inner and longitudinal dimensions? My understanding is that chains are compatible "downward" but not "upward", so a 10 speed chain would work with 9, 8, etc. but not the other way?
As for cost differences, my guess is that given the same "grade" of chain, the 10 speed is more expensive (1) "just because they can", (2) might be more expensive to manufacture and (3) could be finished blingier.