I'm not sure what you mean by not popular...
Maybe not popular there, but definitely popular 
here.  I'm the only person I know who saw the 
series and didn't really like it.  I'd still like 
a cel of one of the cat girls (mmm silver Nariya 
[or is it Eeriya?]) but overall I didn't like the 
character designs and didn't buy the Van/Hitomi 
boundless love story one bit.  
Nevertheless, I would say the series is extremely 
popular here, and the cels also.  So that is 
probably why they are so expensive.  Funny thing 
is, Utena cels and Escaflowne cels (TV for both) 
are suddenly not so expensive anymore when you 
look at how prices are going up for other series- 
example FY (TV).