The prices are not that different from any other licensed establishment in central London, and in most cases any other entertainment venues wouldn't let you take your own alcohol in either.

I was struck on Opening Ceremony night that by the time of the athletes parade, there were very long bar queues and patrons were being limited to "4 alcoholic drinks per order", although it's possible that this may have been due to diminishing supplies rather than public order concerns. Bar staff had however not been properly briefed as they were comfortable selling 4x 70cl bottles of wine to one customer...