As others have stated, the cost is all over the board depending on complexity of the install. Ones where the panel is right next to the location you are going to put the receptacle or wall charger are typically very inexpensive if you don't have a lacking main panel or enough capacity.
With that being said, installing a Wall Connector vs. a NEMA 14-50 should not be much difference in price if you run them with the same gauge wire. The added labor would be for physically mounting the wall connector and setting it to the right rotary dial position (trivial to do). The trick is that the Wall Connector CAN take a much larger circuit than a NEMA 14-50 (up to 100 amps), so if you chose to put in a Wall Connector and wire it with a 100a circuit that could be quite a cost adder over the 14-50 since everything (breaker, wire, conduit, etc...) is bigger and more expensive.
Realize though that the main cost is the mobilization labor of the electricians in many cases... So just getting them on the job site is a lot of the cost. I personally installed my own wall connector with #6 AWG in conduit and on a 60a breaker which gives me a full 48 amps to charge the Model 3 with which is the max it can take.
I personally want to keep my UMC in my car at all times for emergencies and so that meant either buying another UMC for use at home ($300) OR buying a Wall Connector for $500. For only $200 more the longer cable, the outdoor rating (with no easy way to steal it), and the ability to charge at 48 amps vs 32 made that a no brainer for me.
I thought the largest wire the Wall Connector was rated to was #3 AWG? Were you able to successfully put #2 AWG copper under the terminals? I am genuinely curious if you have any documentation (either on the terminals themselves or in the manual) that says #2 AWG is ok? I thought they manual said #3.