You can't compare Xeons to desktop chips. Of course you're going to be able to build cheaper using desktop parts. But the hackintosh argument everyone trots out here is silly. Yes, they're cheaper. And you can get better performance. But when talking about workstations, most are looking for a reliable no maintenance machine for day to day work. If the machine goes down, they don't want to self diagnose, make warranty claims on individual parts, etc. They want to call Apple, HP, Dell, etc. and get up and running again without much hassle. Hackintosh and PC builds are fun and good value, but are usually not an option for someone looking at workstations.
The setup process is a little tricky and requires a bit of knowledge but once it's configured properly the OS is incredibly stable.
The price difference tho. it's not just "get better performance" with X99/Haswell-e it's save $2000 or $3000 off the cost of a comparable Mac Pro.