It goes like this: pricey - pricier - priciest

Perhaps you were comparing the word "pricey" with an adjectives formed from nouns such as "friendly" which follows the rule that you make the comparative by keeping the noun and replacing -ly with -lier. "Pricey" is a colloquial word made from adding -y to a noun, like "smiley". At some point, I imagine that a convention must have emerged that adjectives from colloguial words like this, where the original noun ends in -e, should lose this -e when being turned into comparative and superlative forms. To have a word with "-eie" also just doesn't look English and the explanation may be as simple as this. I don't often see "pricey" used in the comparative and superlative forms, but it's definitely OK to use it in those ways.