One reason why Audi oil changes cost more than those for cars from American brands is that Audi engines need more expensive grades of oil and it must be synthetic or synthetic-blend oil.
Synthetic is a little more expensive, but when compared to the cost of major repairs to your engine, it’s dirt cheap, really.
If an oil change for a late model Audi seems more expensive than it would be for a similar car from another manufacturer, you're right. There are a number of reasons for this, depending on the model.