The answer depends on what you consider expensive. It is certainly true that there are low-cost guitars that are terrible to play. This is one of the reasons I get a little frustrated when new guitar players start off on the cheapest hunk of wood they can get their hands on. Many cheap instruments aren’t made to high-quality standards, meaning they are harder to fret, and harder to deal with in general.
There are a few guitars around the $200 mark that are excellent for beginners, easy to play, and not very expensive. Moving up to a budget of $500 means you’ve got an excellent chance of landing a quality instrument that plays well, especially if you get it set by a professional guitar tech.
However, around the $500-$750 mark is about the price point where you start to reach diminishing returns. There are many reasons to choose an expensive guitar costing thousands of dollars, but chances are it isn’t going to be a whole lot easier to play than a properly set up $700 guitar. It may sound better, and it may have better features, and it may look gorgeous, but it probably isn’t going to be much better on your fingers.
So, if you consider a $500-$750 guitar expensive, then yes, on average, more expensive guitars are easier to play. However, I believe these mid-level guitars, and I think this is a good price point for intermediate players and beginners who want to start off with a quality instrument.
The takeaway is this: You don’t need to worry about spending thousands on a guitar to get an instrument that plays well. Grab a good guitar for a price you can afford, get it set up properly, and get back to practicing.