Long story short: contractors did all the shoe molding stained to match the floor when I said I wanted it to match the trim. Now he's telling me that "painted shoe molding is more expensive" - hundreds more - but I have a feeling he's just trying to cover the cost of his mistake.

Is painted shoe molding more expensive?

The materials for painted shoe are less expensive. It comes primed. The labor is more because it will need to be painted again after it is installed and the nail holes have been filled and the top is usually caulked where it meets the base board. To match the floor, extra cost of the materials, but it can be stained and finished before installation and will not need to be caulked and the nail holes usually are not filled.
The finish that matches the floor will not be susceptible to chipping when it gets bumped like painted base shoe.