Shower panels are kinda weird. They started with the Kohler Bodyspa, which was an expensive and custom install because it's effectively a jacuzzi tub deconstructed and splayed out in a shower enclosure so that it sprays on you rather than recirculating the water. Most people didn't want to bother with that but they'd seen something like it in a magazine so the Chinese jumped the fuck on it.
To get a real effect you need more water pressure than your shower or tub has. This is what the loud grinding pumps of excess maintenance are about. If you just want a shower head that kinda sprays in all sorts of directions depending on which knobs you twist, they're cheaper if you deal with them direct.
Either way, it's worth a visit to a plumbing store so that you can see that the $500-$900 ones are kinda cheaper than you'd expect something that expensive to be, but that the $20,000 versions are insanely overpriced by any reasonable metric.