Actually they don't.
The headset pictured can adjust the headtube angle by a few degrees (for use on 1.5" and tapered steerer tubes).
Road bike stuff is expensive because: a) more money is in the sport and can be used to research and test products, B ) higher grade materials are used, c) Road cycling is made up of middle aged men with high average incomes who can afford to spend £2000 on a chainset rather than teenagers relying on pocket money which is what trials sell most to.
Pretty sure I have seen roady wheels that sell for over £4500 EACH.