Hmm ... yes and no. If you use a bench-top mill with an R8 spindle, the tool holders will cost the same as it would for a Bridgeport or many other R8 machines. If you get a mill that has a 30, 40, or 50 spindle, then you are looking at more expensive tool holders. Either way, though, a 1/2" endmill costs the same whether it is in an R8, CAT50, or MT2 tool holder. Of course, with a bigger machine, you will likely want and need a bigger vise, bigger rotary table, etc., which WILL cost more money ... but also will be FAR more capable.
On the lathes, maybe the BX-sized tool holders cost more than the AX size; the BX size will allow you to use larger, heavier tools, but can also use the smaller and lighter (and cheaper) tools that you would use on the AX.
Anyone who has worked in manufacturing knows the price goes down with quantity - when you double your production, the cost each goes down around 25 ti 30%. When all I had was my Sherline, I was surprised at how cheap R8 tooling was compared to the micro-sized end mill holders and other tools I'd get for the Sherline. Bigger was cheaper because higher quantity.