Are they somehow more expensive in the US? 40A 230V rated ones cost something like 30-50 € around here which doesn’t feel that expensive to me.

In my suggested hardwired 240V 20A EV charger the total parts cost is just the regular breaker on the left at about $18.

The suggested solution you had of putting an outlet in would have parts cost of $119 + the cost of the GFCI breaker, the outlet and the receptacle cover. So that solution is 660% more expensive.