Quick answer - because it is in high demand. Slower answer, because it was the first year with the SQ's and not that many collectors bought their sets direct from the mint. And now with so many people who started late trying to complete the sets and all of them wanting the set - prices go up. There's more people who want them than there are sets to go around.
Thanks for the quick answer. The prices I see them going for is incredible. If I could turn back time, LOL.
more reasons? I thought I had heard some rumor about the Mint cutting sales of the set off early and thus some Christmas buyers ending up not being able to purchase the set, making it worth even more than usual. I felt lucky that I was able to buy my 2005 Silver Mint Proof Set in early December (right after I first started to collect coins again) and it hadn't been sold out yet.