Just to clarify one thing, Kellar's Keep and the Return of the Witch Lord were the first two expansions. The Ogre Horde was the third, with Wizards of Morcar being the last. There were also different/additional expansions in the US, but that was the order in the UK.
My guess, and bear in mind is that this is only a guess, is that there may have been fewer copies of the Ogre Horde and Wizards of Morcar produced, and this may be why they are more expensive.