It depends on how you look at it.  The auctions 
you are comparing.. is it a full settei set 
compared with 1 genga?  In that case, then the 
genga WOULD still be "worth more" since there 
can be 50+ sheets in a settei set, so thats 
sorta only like 140-1000 yen a sheet.  

What show it is probably plays a huge factor 
too.  It will depend on how often each type 
of 'sketch' shows up.  For example, I'd MUCH 
rather have my Yami no Matsuei settei over any 
kind of sketchwork from CCS... but I would 
prefer an actual Yami genga over the settei.

And remember that most settei on the market are 
simply photocopies while genga are original 
drawings, so those more interested in original 
art would prefer the other forms.

I think ORIGINAL settei (non-photocopied) would 
be very high on the list of the most 
wanted/valuable of the kinds of sketches. ^_^