Why does it cost so much to teleport to my alliance's side?

You will need an 'Advanced Teleport' to select the location yo want to move to. These can be bought in the store for diamonds or in the alliance store with your credit from contributions. They are expensive though.

You do sometimes get them as rewards though for daily challenges. Or also if you have been heavily damaged by other players attacks so if you have gained one in this way you can then move for free.