(1) Prices are always changing. The value of something may go up or go down as time goes on. The condition can also change the value of the item greatly.
(2) For some collectibles, prices can be dramatically different depending on what country you are in and what country the collectibles was released in.
(3) The biggest reason though is that the value of an item is usually debatable, especially in the case of rare items. The value really depends on what you are willing to pay for it.
If you do have questions of what a particular Henson collectible is worth, please post them here. And we'll be happy to give you some various opinions. eBay can sometimes be a good gauge of what something will sell for, but at the same time it can be very arbitrary. If two people want something in an auction, the price could go much higher than the value. On the other hand, if an item is listed with a misspelling or something similar, it may sell for considerably less than what it's value truly is.