Yes, it IS more expensive, no matter where you purchase it. I am in Canada and the price I was quoted for the Mahogany was $4400, in comparison to the ebony model for which I was quoted $4700. Of course, I talked the price down a bit.

Cherry is less expensive than Mahogany and Rosewood, cheaper than Cherry... you get the idea. My guess is from an artistic standpoint, black goes with any decor... an ebony digital is much like an ebony grand. They look MUCH better than mostly all wood-finished pianos. Now, from a price standpoint, ebony IS a more expensive finish and in my opinion, the most beautiful of the two styles... it's just, stunning! BUT remember, the finish does not change the sound of the piano, which strangely, is something many people seem to believe. meh, people these days! :p
I chose ebony as it really is the most beautiful out of all the finishes and I plan to own my CLP for a long time, so the extra cost is well worth it! Not to meantion, it goes with ANYTHING! I know, I know, I said that already.
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I was quoted the following prices:
Rosewood: $3900
Cherry: $4150 - This IS NOT Cherry if you ask me. What were they smoking?
Mahogany: $4400
Ebony: $4700
So, I assume each finish is ranked by popularity and costs a couple hundred dollars more for each.
BUT! keep in mind that Ebony CLP Digitals were originally meant to be produced for a limited time only.... which must be true as I had to be put on a waiting list until more were shipped to the DC's in Toronto. It seems to be the most popular CLP ever made.
I hope I've been of some assistance.