Hi, Living in central London is indeed incredibly expensive, and what's more, the more central - the greatly more expensive! Many who don't live here, just would be astonished if they even partially realised or lived with the true costs we all face... Some might suggest the "well, why don't you move out then?" And some might muse, in response, that 'the brexit factor' has literally removed buyers from the most central parts of London, at least for now... And who knows when they'll return? London's still arguably, the world's best city, so I've no fear that buyers will be returning soon though...
Anyway, I was thinking too, of another angle on this issue, which I hope will be of help in setting your mind at ease. Rather than taking it as an indirect (yet personally communicated) criticism, another way of reading what they suggested is (especially given that they otherwise gave you positive review) to consider too that some folk may possibly be seeking 'a little sweetener' off their next stay, ... After all, if it really were too expensive for any guest, why book it in the first place, instead of somewhere else!? It's not exactly impossible, IOW, that some may be hoping for a personal response, along the lines of: "i'm sorry you felt the price was a little high for you, but how about if I offered you 10% off your next visit, to make up for it? Etc."
Whatever was the reason, please don't beat yourself up over it. Life's too short, and in every other way, things could have been far worse. HTH, and wish you good luck 🙂