It probably depends on the rescue, but in some places there is a lot of overhead associated with keeping the horse. Land cost, feed, fencing, training, vets, farrier care, workers, and so on. I believe some of these rescues keep some horses for quite awhile. I'm not saying every place that charges these high prices is really on the up and up. I'm just saying that there are reasons that some places would have higher prices than others.
You would probably pay more at a facility that had a larger number of "non-adoptables" or that had more severe rescue cases or even in more highly populated areas were land prices/property taxes are much higher. These people are already donating a lot of their time to take on a job that very few people seem to want, so I don't see anything wrong with them trying to make a small profit.
Of course, if they're abusing the word rescue that's a different story. I definitely have a problem with them falsly advertising that they are a rescue in order to get "pity money."