Earlier quoted context omitted.
It's actually only about half that price or less (in the US), unless you get into the really extreme stuff. There is a lot more to diving safety than just using the correct gas mixes. The training and procedures developed by groups like the WKPP and GUE have now taken nearly all the risk out of technical diving. http://www.gue.com/
Yes for caves. Caves are easy and safe compared to deep open ocean wrecks. Caves may actually be within the "reasonable to do recreationally" level, and WKPP is or was actually doing worthwhile environmental science too. Outside of the US, helium is seriously expensive. I was figuring dual rebreathers, or rebreather + OC bailout. $800 in gas alone for a 100m training dive for TDI Adv Nitrox, open circuit. WKPP and GU…
It has been almost a decade since my Adv Nitrox course, but I am trying to figure this one out. You are not doing trimix and from what I remember of the the course spec you are mostly working around bottom mixes that are hypoxic at the surface and dealing with a ceiling on the dive profile. Even with the bottom mix in dual cylinders on my back, a descent/ascent mix on once side an a 50% mix for the last few stops on the other side I can't see how you were getting charged $800 for the mix unless you were getting completely hosed on everything that was not a standard 32 or 36 recreational nitrox mix.
OTOH you are completely correct about it being a deceptively expensive hobby, even if you take the "cheaper" route and go with semi-closed rebreathers or even OC.