I'll waste more time on this thread than needed for all of you...though save a couple of people from going through those threads linked above...
...neck through basses' bodies are 'wings' glued onto the neck/body affect the tone of the neck-thru construction
...bolt on bassies' bodies make a far greater impact on tone as the body wood affects the way the strings react more directly. Unless the bass is a rare example of the body wood being harder than the neck, the body will absorb more of the strings' energy than a neck-through body bass.
A general understanding is that a neck-through bass will have better sustain while a bolt-on can get mellower...before the electronics come into play...
Sure, can't be the rule for 100% of the perspectives, but that's the big deal.
A neck through is a very different beast from a bolt on/set neck, but neither are better or worse.
If you want to get a neck through bass, one great place to start is a longbow bass.
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why is a neck through more money? it takes more time, glue, and wood to make one.
People that want one will spend the money. They're awesome. More effort is put into making them and there's a certain something that makes them great to play.
Does that mean that they sound better?
no.
Does that mean bolt-ons sound better?
no.