Because it need more or higher precision components to get more storage into the same amount of space. A conventional HDD may have more disks (plattens) to store data on and therefore more heads to read and write it. And/or the tracks on the plattens may be narrower and closer together to fit more data in, requiring higher precision in the positioning of the heads. SSD drives need more individual transistors to make the memory elements. As well as simply needing more materials, that can lead to greater failure rates on test.
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