In order for a supplement to be "non-GMO" the manufacturer or brand that uses the vitamins would have to be able to trace multiple aspects of how the vitamins are made. If the supplement manufacturer elects to use "non-GMO" sources and label their product with the "non-GMO project" label it could be more expensive than others. There is no proof that "non-GMO' vitamins are more or less efficacious than their "GMO" counterparts.
In some cases when brands seek to become "non -GMO" project verified, rather than utilize "non-GMO" vitamins, they simply eliminate vitamins altogether so that they don't have to add to the cost of the product. See this article from NPR on how this happened for cereals.