Not exactly true. Space rockets are expensive to make because there's no demand for volume, so no mass production and economies of scale. Space rockets are not the only kinds of rockets though. A fair comparison is between a rocket and a turbofan with comparable thrust (for example, missiles). In that comparison, the engineering demands for the rocket are far less stringent and complex.But if a rocket engine fails, you basically have to start over and build another one and do some more testing before launching it again. Jet engine on the other hand can be replaceable with a lot less costly than a rocket engine.
There's a reason why we had rocket powered high mach vehicles long before we had air breathing ones.