This is just a guess, but we know there will be some kind of crafting mechanic in the game (there is that one crafting interface in a cellar), and it might include magic arrows. It could be that the current high price when buying magic arrows from merchants is just to limit the supply, as a substitute for rare ingredients when crafting arrives.
This is probably exactly it.
You could make magical arrows in D:OS2 out of rather mundane things. Like having a regular arrowhead and a reusable source of water nearby like a water barrel sitting in another party member's inventory to make a water arrow, and similar things for poison and slowing arrows. You could even make charm arrows out of pots of honey (and basically initiate an infinite gold loop by crafting a bunch of those near a beehive to replenish your jars of honey, so long as you could find arrowheads to do it with).
