Why is Sam Adams beer more expensive than other domestic beer like Budweiser?

Because they are made from better ingredients (take a look at the Budweiser bottle or can to see what their beer is made from) and allowed to mature for longer. Plus Budweiser have decided to market their products as "bargain basement" in the USA. In the UK Budweiser is marketed as a premium product and is more expensive than proper beer in many outlets.