I think that's just a way to get people to buy more things they don't need. The ingredients probably aren't even that different.. my primer says to apply it all over the face including eye area and it works fine for me. I also put concealer over my eyelids I do the rest fo my eye makeup. I don't wear eyeshadow that often but when go out and dance for hours it stays put for me.
a cheap way to subsititue an eyeshadow primer would be to use an eyeliner that is the same color as your eyeshadow, it'll stay on longer. but have you looked at urban decay eye primer potion its only $18.