CE approval is usually more expensive because it requires EMI and a host of other tests like surge, esd and so on. In addition to the test costs, many test samples are needed since most of the tests are destructive so there is additional costs.
For many small manufacturers, the cost is too high. When I worked in the network industry, I spent $200k a year for all sorts of approvals and thousands more in equipment cost.
Also, it's possible that meeting some of the safety requirements could have negative effect on sound quality. For example, to meet EMI and ESD requirements, filters might have to be installed on inputs and outputs connectors which may impact sound quality. Digital devices such as Dacs and Cd players produce lots of EMI.
Sfstereo (Threads | Answers | This Thread)
I always thought the CE mark was for Europe. The UL states
that also.
I also thought interference causing electronics (digital,etc) had to meet FCC rules, from my understanding.