The core reason for choosing harmonic drives is desire for zero backlash. Moreover, regarding mass and size, they become more beneficial for higher gear ratios as their size and mass do not scale for higher ratios. More specifically, they take up very little axial space and use only one stage of reduction. They are beneficial for high precision tasks and various difficult control tasks (such as balancing and walking). You first have to ask yourself if you have a high desire for these properties, because there is a price to pay...
Harmonic drives from the vendor you state are of high quality. They are precise, designed for a long lifespan and have good load/weight ratios. From experience, the price tag is approximately 1000 euros per harmonic drive for only the component set (consisting of the wave generator, circular spline and flex spline). Expect to pay more if you want a complete unit (i.e. including housing with input and output shafts and bearings). It is recommended to buy a full unit, because also the housing has high requirements (for instance, both input and output shafts have to be fixed axially and centered to high accuracy) and assembly is not trivial.
As someone already stated, "Harmonic Drives" is in fact trade marketed by the Harmonic Drive company. The principle mechanism is referred to as strain wave generator. You will certainly find more vendors with that name. Whereas it is quite possible that you pay slightly more for the name tag "Harmonic Drive", alarm bells should start ringing if the price is off by a full order of magnitude. Be sure to compare specifications, but also be cautious with them. Different companies use different standards for determining their load ratios; company A in country B may have more of a reputation and legal status to defend than company C in country D. Cheaper strain wave generators might be machined from soft (non-hardened) steel, machined with poor tolerances and may use slightly different principles that use more and smaller parts. As for the latter, the elliptically shaped bearing in the wave generator could for instance be replaced by two ordinary ball bearings, lowering the quality. All could lead to increase of backlash, periodic wobble, lower load ratings, reduced life span and lower efficiency. At this point, it might be worth considering to step back to more common transmissions.
It is difficult to give a direct and quantified answer to your question, because we (or I, at least) simply have not tried all B-brands out there. You would have to buy and try.
To give you a short tldr answer to your main question: no, stay away from harmonic drives as a hobbyist, unless you have serious money and/or time to spend.