I agree JD parts can be pricey, but in all fairness, I haven't yet bought parts for other brands to see how they compare. I assume it's a matter of supply and demand, and JD knows they have a good parts network and they can charge a premium. I have always gotten fast and fair service on JD parts, so I don't have a major complaint there.
To me the real problem is accessories and implements. My local JD/Stihl dealer marks up any side product, part, or accessory that a customer may find useful to go with their tractor or saw, and it's almost foolish to buy stuff there.
They got me the first couple times until I started checking prices. For instance, I needed a cant hook (aka "Peavey") to help handle some logs. They wanted $125, which seemed high to me. Turns out the same exact product was $65 from a logger supply company in Maine, and $12 for shipping. And $65 was the proper MSRP on the cant hook, straight from Peavey Manufacturing (where the device originally got its name back in the 1800s). So the local dealer was obviously marking the tool *way* up.
Then when I was shopping for tractors recently, they were super high on implement pricing, wanting over $800 for a Frontier Box Blade that wasn't that well built to begin with. I ended up getting a Howse that was significantly better made, for $475. I could go on and on with more implement examples. I think they expect many of their customers to be rubes who don't shop around.