Building that one was challenging too (I used to do RF work for thinkRF). Going back through history, they started off with something that would only cover a specific band (say wifi, or specific cell bands). Then we did the 0440 (400MHz-4GHz), then the 0108 (10MHz-8GHz). There are all kinds of difficulties that come in to making and RF front-end that'll cover all of that bandwidth (we also did amplification and filtering to get better quality reception).

You'll also note the prices, and that those are receive-only devices. Some of the reason the price is so high is that we did all the RF design in-house, designing to our specs. A lot of the cheaper boards out there have less amplification, no (or too little) filtering, and use an integrated LO/mixer/digitizer/baseband chip, which limits them to the specs that chip can handle.