This actually makes sense. 500 pounds is trivial in comparison to the pain associated with getting the wrong bed, and it's difficult to tell if a bed that is comfortable when you first lay on it will still be comfortable after 8-10 hours.
If the beds were functionally indistinguishable, it'd make sense to buy the cheaper one. If they're different but incomparable, then the price difference doesn't add much new information.
I think it was more about aesthetics. They wanted their bed to be perfect (that's why choosing took them so long). Since it's rare purchase 500 pounds more or less had no value in comparison to regret of getting the wrong one because it was cheaper.
Price (if not exorbitant) is often not an issue (at least for some people) when choosing items that are meant to look nice.
If the beds were functionally indistinguishable, it'd make sense to buy the cheaper one. If they're different but incomparable, then the price difference doesn't add much new information.