Why are electric guitars heavy?

A solid body, instead of hollow - compare the Parker Fly though, made to be light...

The material of the body affects the tone, so expensive doesn't have to mean heavy unless the best material for the purpose is both heavy & expensive - it is perpetually debatable though, and tastes always change, so even the best* will have it's day with a finite number of purposes.

*You could have just as much fun playing a tea chest with a piece of string, or a wood saw with a violin bow.

Heavy Guitars

The type of wood used plays a big part. But no, a more expensive guitar is not necessarily lighter. A $2000 Les Paul is going to be heavier than most $200 beginner guitars. But, when speaking of the same wood and same dimensions, lighter is better since it means the wood has less moisture in it, therefore having better resonance and sustain.

No, they aren't that heavy at all. I'm pretty small and I can feel the pressure of the guitar strap on my shoulder (I have a Fender Stratocaster) but not in a heavy way. They all weigh basically the same, for a full sized electric guitar.

When A Guitar Plays The Blues-Roy Buchanan

they arent all heavy. generally, it is all about the wood. denser woods have different tone, and some people prefer that tone. similarly the size of the body also effects tone and some people like the fuller sound of a larger body. but i dont feel like there is a general trend of quality vs weight. for instance, the parker fly is one of the lighter guitars i've played and also one of the best.

no,they all have aproximatley the same weight(except for those for kids) because they are all filled on the inside and all made of plastic.