Firstly, congrats on offering your online course!
Secondly, if your content is solid and you help people achieve an outcome, nothing is expensive if it gives enough value. People pay when they see it's worth the money, whatever the price is.
Thirdly, why would they be surprised it's online? It should be super clear from the moment they hit your course sales page that it's an online course. Their should be no surprises- best way to gain trust :)
People are paying $50,000+ a year for universities everyday that are totally online these days with the pandemic. The hesitancy to take a course online vs. in person as pretty much gone away in most communities.
I hope this is helpful is some way. Congrats again!