They certainly aren't cheap.
Main difference between these and Sarissa (I have buildings from both companies), aside from paint, is the 4ground ones have fully detailed interiors with understairs cupboards, doors, stairs, interior walls etc. this essentially doubles the amount of material used and therefore also the amount of time under the laser (which is the real manufacturing cost in these). As a side advantage, because the 4ground ones have double sided walls to get detail on the inside, they're also sturdier.
Which one is better will come down to personal preference but speaking for myself I don't like half the Sarissa ones, the others I'll consider but I've bought 4ground ones more recently than Sarissa ones, which I suppose speaks for itself.
Do they offer a cheaper unpainted version? And if not, then why not?
Probably because it would only knock £5 off the cost of the smaller buildings and perhaps £10 from the big ones. The paint is applied to the wood before it goes under the laser so it's just a flat layer. As far as I'm aware the shading etc is achieved by clever positioning of the exhaust flow from the laser and it's heat.