AGP being phased out, pci-e more and more common.. not making many AGP cards, therefore they are more difficult to find, and the people with them can set the price they want.. ie, as previously stated, supply and demand..
Supply/demand definatelty plays into it, but like Cleeve said the bridge chips add cost. And whatever that cost, it grows by the time it reaches the consumer.
Take the X1650XT. The same iceQ turbo model is $20 cheaper in PCI-e than in AGP on Newegg now. Considering if the rialto bridge chip on the AGP version cost them say about $8-10, it's surprising that we are currently only paying an extra $20 as you expect by the time that extra $8 gets to us the consumer, it would be marked up even more. It's quite typical the AGP version retails for $50 more and a good part of that is because of the markup from cost to retail on the $8-10 bridge chip. Also competition has to play into what retail prices are set at.
In the case of cards like the X850XT, then it's more supply & demand. For a while it was about as good as you could get in AGP, yet far outclassed by newer cards in PCI-e. So the AGP ones were being snatched up much quicker and prices of remaining ones shot up.
:? This doesn't make sense. If nobody wanted AGP cards anymore, their prices would be lower based on economics. It is more likely that fewer AGP cards are being built and the manufacturers want everyone to upgrade to a PCIe card. When there is an interface change like this, everyone eventually has to upgrade, which is good for business.
As far as the bridge chip is concerned, I can't see any way that one little chip is making the entire cost difference on some models. I don't think this plays a very large part in the pricing.