As with the worth, it's no wonder, really. If a guy is in the squad of a renowned team, he'll be worth a lot, because he has "a name". People will believe that he is decent, or else he wouldn't play for that team in the first place. So, of course, the player in question will be worth a lot suddenly, right after the transfer.
That means, that the "value" of a player, in the financial meaning, only shows the demand/perception of the public. It's an estimation. If you should ever end up with a famous club in the highest league, and you buy some 38 year old replacement crappy keeper, you'll notice that even he is suddenly worth a lot.