@Sol - last year I got an estimate from Costco's guy for about $13k but that included an A/C unit, a furnace, all new ductwork, and asbestos removal for a 1450 sq ft home. What did your $13k quote include? What size home do you have? Are you in a high labor cost area?
I do think some of the pricing has to do with insurance. I'm assuming that Costco requires all of their subs to carry full workers comp, liability, etc. When I worked for a local union contractor, workers comp was a big expense, and depending on the liability requirements per project, that could run up as well. We live in a very high labor cost area.
I've had experience with all manner of contractors and subs on my house, and if I can afford it, I'll go with the ones that are fully insured, bonded, etc. And reputable. I've been burned more than once. I'm willing to pay for quality work and assurance of expertise, which I assume is what Costco is offering. Typically, I've found that Costco does the negotiating and product selection for the customer and offers a good price with a good product. And stands behind their service. I think that's the most you can hope for. Sure, I might find a better deal if I shop around and put some legwork into it. But I might also get screwed.
Since this project will require asbestos removal and new ductwork throughout, it gives me peace of mind to go with someone reputable. I know I could probably find cheaper installs, but not sure if they would be the same quality of materials and labor.