The three main reasons for this are.
- Microchip keeps the software up to date on these programmers regarding devices.
- The Pickit2 and 3 are also ICDs, In Circuit Debuggers.
- The Pickit2 is only $35 (plus shipping).
Not everyone likes debuggers but they are very powerful tools.
The shipping can be expensive. But if you buy a few PICs at the same time it is less painful.
In the past I have suggest to cobble a simple programmer together and then use it to build a pickit2 clone.