Are more expensive scopes lighter?

Not really as they are built to the task. S&B and Zeiss top end are on the heavier side as they are built for law enforcement. Zeiss Conquest, Zeiss's mid range are a lot lighter. Swaro scopes tend to be light enough as they are generally made for high end hunting rifles, though still very strong. Night Force, another law enforcement styles scopes, tend not to be too heavy but for some reason quite bulky.

Part of the heavy or light is in the actual glass. Modern lenses are so much lighter than the old "lead" glass.

Steel bodies tend to be heavy, but the very best might use titanium now. Everything else is aluminium, but even aluminium comes in different thickness and weight.
Softer materials are less abusive on cutting machinery and tend to be lighter.
Tube size adds weight and bulk, and the bigger the better is in fashion not that it adds much to the plot.

And then the quality and weight of all the internal parts. All adds up.

The biggest top end Vortex are like bricks, but their mid range far lighter even with similar features.

So really there is far more to scopes and how built for their target application. Again its what you want from your scope and what to choose to match the rifle.