That's weird to hear. PC games (even at the overinflated retail prices which are set to account for distribution, retail cut, promotion and advertising, physical product, etc.) are one of the cheapest things I can think of. Music, books, and movies are ridiculously overpriced to me, but games are dirt cheap. My logic:
Music: I've got 20,000 songs I already like competing for attention. Unless your stuff is really extraordinary, it's never going to get much listening.
Books: I read a book in a couple hours and rarely ever re-read. Pretty spendy. Getting a non-DRM'd digital version legitimately can be a pain, and I don't really want a physical copy.
Movies: Watch once, rarely ever rewatch. Ridiculously spendy unless you Netflix. Have to transcode it into a format that doesn't suck (x264 rip) myself.
By contrast, games (through Steam at least) are mostly buy and forget without ever having to worry about losing your copy or digitizing anything.