Most cel buyers outside Japan wonder the same 
thing, because it's true, FSS isn't that widely 
known.  Here's why cels from that one OAV are so 
hideously expensive.

A. Chara design was by Nobuteru Yuki.  You Lodoss 
OAV collectors know what that does to a cel's 
price.

B. While there was only that one OAV produced, the 
manga itself has been running for more than ten 
years, and is enduringly popular in Japan.  (It's 
now being translated into English, too).  Check 
out any given Japanese cosplay site and see how 
many fatima you can spot. ;)

C. Shortly after its release, the OAV was disowned 
by Mamoru Nagano (the FSS creator) for various 
reasons, many of which related to displeasure with 
the character design.  (Reportedly he thought the 
fatima looked too "human").  This is also why the 
OAV probably won't ever see the light of 
legitimate release again, certainly not in 
English.  (Those DVDs of it turning up on eBay are 
bootlegs).  The LD's long out of print, and 
fetches upwards of $500-$1k on its own depending 
on condition.

D. There simply aren't that many cels floating 
around, and the ones that I have seen have been 
pretty decent by collector standards (portrait or 
profile shots, mostly). 

So that, in a nutshell, is why FSS cels are so 
pricey.