I've gone to see some wonderful travelling art shows and I always hear people complaining about the price of admission.
Usually they'll say something like, well this artist is dead so who is getting my money?
The thing is, it is really really expensive to move art around, particularly famous or expensive art. They have to insure it for one thing, hire security and rent the place which is hosting it, bring over curators who will be living away from home and will need extra to compensate for that and so forth.
Not to mention these exhibitions are often a chance for a museum to recoup its costs. It's usually free to their own public but they have to make their money somehow.
And it's getting more difficult to make money through sales of art books and things when people can get them cheaply online. So, I don't blame them for charging for this sort of thing at all.