As you can see on the picture this fungus producing it's fruiting bodies on infected pupa, what means the harvest is not too big. And when it comes to almost any traditional medicine, more rare it is more diseases it can cure. For this fungus list goes on and on, it is basically anti-everything . So no surprise that market value comes to $10 000 per kilo. Good news for consumers here is that they didn't find any known genes of mycotoxins in the genome. So, at least it's harmless.
1. Das, S. K., et al. (2010), 'Medicinal uses of the mushroom Cordyceps militaris: current state and prospects', Fitoterapia, 81 (8), 961-8.
2. Zheng, P., et al. (2011), 'Genome sequence of the insect pathogenic fungus Cordyceps militaris, a valued traditional Chinese medicine', Genome Biol, 12 (11), R116.