The same economies of scale that allows big computer companies to be competitive naturally causes the products to be at the razor edge of reliability
In addition to being untrue, this statement is illogical enough that it makes me question your comprehension of my original claim. I can pop open an Alienware and see the exact same parts I would have bought from Newegg separately anyway. They're not magically unreliable in the factory-built machine just because you claim it's cheaper that way.
Apple and especially Alienware have huge mark ups on their machines. I could buy from pretty much anyone besides Alienware to get a better system for the same price.
Also untrue. Apple's machines are very competitive with equivalent products from consumer darlings like Dell. Alienware's machines are also competitively priced. They're expensive because they have the newest and best parts, and sometimes unique engineering that only Alienware provides. If you price an equivalent machine with the same performance and features from anyone else, it will fall very closely in price. So close as to be a negligible concern. Alienware is an excellent company to purchase from, their products are A-list and their service is entirely painless to deal with. I know this from personal experience. How many Alienware PCs have you bought in the last couple years?
It is often cheaper to self build as well.
This is a fallacy. An Alienware, or any pre-built computer, really, is never going to cost appreciably more than a home-built is going to run you.
Many more people buy whole retail machines than buy individual parts. This means the manufacturers buy more individual parts than retail consumers. This means the manufacturers can purchase these parts at a lower per-unit cost than the consumer. The end-result is that the cost advantage of not paying for somebody's corporate overhead when building your own evaporates as the premiums you pay per-unit - that manufacturers do not - pile up.
I know this because I have built my own and I have bought pre-builts, and I have priced them against each other and the differences are inconsequential, especially at the high end where my personal home-brew machines have run very close to 3000 dollars.
The cost of my brother's Aurora that he bought in 2005 was within 20 dollars of an identical machine made from parts. I know this because I reccommended he buy the Alienware after I checked to see how much I could build the same machine for.
There are many good reasons to want to build your own. Price is not one.