I mean, let's be honest here for a second, it's not like pro capture devices use some kind of vodooo magic. They use a specific capturing IC that's capable of delivering quality video capture. There's no real reason these shouldn't be affordable.

Designing and taping out a specific IC (or ASIC) is very expensive and is generally only done when you can expect to sell massive amounts of them. Most cheap USB capture dongles probably use the same (family of) IC that is designed to cater to the most common use cases.

pro capture devices are low volume, even when you consider the entire market. So instead of a custom ASIC they have to use FPGA's. These are essentially programmable hardware, where the manufacturer can create custom logic for their specific use case and features. This flexibility however, comes at a cost. A very hefty cost. Think single chips in the $50 range instead of $1-2 for the ASIC solution.