I have a machine shop in addition to my electronics benches and I have over a dozen sets of drill bits, in addition to individual sizes I purchased for special reasons or just as replacements when the ones in use get dull or break. I had not heard of the Nachi brand and that alone is a clue as to why they are expansive. Their bits are not a "commodity" type item in every hardware store and Walmart. They are a high end supplier. Higher quality and lower volume means higher cost.
There are many possible differences in cutting tools. The alloy or material they are made with. High speed steel (HSS) bits are the most common, but even they come in a number of different alloys. Then there are carbide bits which can last longer but also break more easily (ask how I know). You can even get diamond bits. Then there are coatings that can be applied. And more geometries that I can even count, some of which require special (expensive) grinders. Number of flutes, helix angle, rake angle, clearance angle, tip angle; it goes on and on. Some drill bits even have holes in the flutes that carry a cutting fluid under pressure from the shank to the tip for constant cooling and to flush the chips away. And of course, different quality levels. If you examine a high quality bit and a hardware store bit side by side, under magnification, you will see a world of difference.
After looking at their web site for a few minutes I got the impression that Nachi makes high quality bits of many different materials and geometries. I suspect they cater to the professional machining trade. Perhaps they even have sales people who make regular calls on the professional shops which use a lot of drill bits. Free lunch and all that. I did not see any prices, but I suspect they are high.
I would say that if you do not have a definite, specific reason for purchasing their bits, then you will probably be well served by just ordering from one of the wholesale machine shop supply companies. They will have very good quality drill bits in a variety of types for many different purposes. MSC is one such supplier in the US. Also McMaster sells good quality tools. Both of those companies sell good to high quality drill bits. I can name others if you like. If you are having problems drilling holes, post more information on that and suggestions can be made.