Hi scud, since you seem confused on some of these ideas:

Players who have max earned for X seasons are worth a lot, there's no way to get that without a fairly long incubation process.

Compounded with that, often times teams are buying these players after developing many of their own. The value of players bought by these teams is high because they're looking to contend immediately. There's supply and demand in play here.

A lot (not all, but many buying teams) 1st round picks are not worth a lot when we have 20 teams and they're trying to win cups. Multiple picks might be needed to reach a reasonable return.

Sometimes users are valuable to a GM for their personality, increasing the price demanded.

The SHL is a slower league relative to what you're used to, and the time scale increases price both due to the player investment and the ammount of value locker room presences bring.