That is a good thing, since prices on such servers are usually higher and remain high a lot longer.
The larger the server the more sellers, the more undercutting the competition.
Example, Felblight
On the high pop realms that item crashed below 50g a pop already now.
On mid/low pop realms it still holds at around 80g
And that's really just a random current item. Almost everything costs more on smaller realms.
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They are lying, outright lying.
That is not possible, period.