They are different processes rather than different prices. A consular application is made to a post abroad and results in a visa permitting entry in the classification. A change of status inside the United States is made to USCIS on Form I-129 with the fees in the schedule, Form G-1055, and it changes status without producing a visa, so any later departure still requires a consular application.
The cheaper route is not always the useful one
The decision usually turns on travel rather than on fees. A change of status is convenient for someone already lawfully in the United States, but it produces no travel document, so the first trip home makes a consular application necessary anyway. An application at a post produces the visa and settles the question at the outset.
Hypothetical example: an investor from Sainte-Cécile-de-Milton who still owns her Québec stable expects to return several times a year to manage the sale of her herd and her land. For her, the consular route answers the practical problem even though the domestic filing might look simpler. Around either choice sit the real costs: the business plan, the accountant's valuation of the enterprise, translation of Québec corporate and banking records, and the legal work of restructuring an escrow so that the capital is genuinely at risk.