TL;DR summary: they're not.
As is becoming usual, I disagree, in this case with nearly everyone. Dennis, it's true that colos have SLAs, but most of them are toothless at best, and often amount to no more than a reimbursement of what you've actually paid for the service during the period of the downtime. Such a risk premium is very small, and doesn't explain a major cost increase. An SLA where they will pay back many times more more than you've paid if the downtime is long enough, and where the definition of "long enough" is comfortably short, is the only kind of SLA that justifies a significant risk premium.
I do agree that guaranteed vs. overcommitted bandwidth will impose a pricing difference.
But moreover, I disagree with the original poster. Odemarken, you don't say where you live, so it's hard to take this analysis to you, but in the UK at least bandwidth does not cost more in the DC. For a comparison, my home ADSL service gives me 30GB of throughput a month for £20, give or take; overage is charged at £10/10GB, or the next tier of 60GB is £30 a month. By the most generous estimate, that's 33p/GB.
By comparison, the DC where I last hosted my colo'ed box gives 5TB of data a month with the basic package, and overage is charged at £20/5TB. That works out at 0.4p/GB.
I stipulate that there are domestic services that offer "unlimited" bandwidth, where the data-only price is effectively zero, but I submit those either have AUPs that degrade your access speed towrds zero when a certain throughput is passed, or cut you off after a certain point, or let over-committing sort it out (so either you can't get the throughput you want or you're effectively being subsidised by your neighbours).
So when comparing the above prices for data only, the colo works out nearly a hundred times cheaper than domestic bandwidth. I freely concede that you may not see similar pricing models where you live, but I would suggest that differences may be explicable by, inter alia, (a) regulatory interference (eg, if the government mandates domestic internet connections of a certain capacity for a certain price to a certain percentage of the populus, that price is now not representative of the cost), and (b) me living in a small country (so fibre runs are short) with some major peering points (eg London) within 100km.
Edit (in the light of your comment): you're not telling me what the overage charges on your office connection are, or how much throughput you get for your monthly fee. Assuming you can run at 6Mb/s for a whole month, that works out at 1000PLN for 1.5TB, which is 19.2p/GB.
But I just did a bit of googling on colos in Warsaw, and found someone called atman.pl who charge 18Eur/TB for throughput on their colocation package. That's about 1.5p/GB, which is comparable to what I see in London.
So I'm really sorry, but your question doesn't make any sense. Even where you are, colo data is much cheaper than domestic data. That's probably why people are downvoting your question, and voting-to-close it. You might want to ask, as you start to at the end, "why is my current internet connection provider ripping me off", but that's not a suitable question for SF.