This is what yahoo said about Brushed cotton: Brushed cotton is cotton fabric that is brushed to remove all the excess lint and fibers from the fabric, leaving an ultra soft, smooth finish.
It's probably more expensive because it the quality is a lot higher than your usual cotton fabrics.
But then they said almost the exact same thing about flannel with some information talking about it being made out of wool. I'm no help at all... I go now!