Re: The pi-zero w is less than £10 and I bet it would do all they need and more.
The Pi has no 864 to 868 SRD* band (it's not specifically Zigbee, but also short range walkie-talkies, home weather stations, wireless headphones, etc). It's "licence" free if you have approvals. It's probable a high part of cost might be approvals. The 433MHz SRD band is much smaller and also used for door bells, wireless security sensors, remote control extenders on 2.4GHz or 5.8Ghz video extenders, etc.
I bet they eventually ask for another £7M to add 433MHz too!
Yes the bare modules are only a few $ to buy off the shelf, but only finished products with SRD modules have approvals.
Ofcom have a list of the "licence free" bands (really pre-licenced due to approvals of products). There is no such thing as an NFC, WiFi or Zigbee band, just ISM/SRD bands that those things can use.
[* SRD = Short Range Device. ISM = Industrial, Scientific, Medical. Often North America has different Allocations to the rest of the world, they use 385MHz approx instead of 433MHz and part of 900MHz GSM band instead of 864 and their FRS (462 & 467) isn't the same spec or band as the European PMR446, at 446MHz. I think the 49MHz SRD might be similar. Legal CB (26 to 27MHz) historically wasn't the same spec in mainland Europe, UK (FM only higher channnels) and North America. Buyer beware on the Internet and in Maplin. ]