Microsoft offers Pro as a business solution, and MCE for a home/home office solution. Business editions of software are ALWAYS more expensive than their consumer counterparts. Dell even charges more for their "small business" line than their "home/home office" line even though there are no physical differences in the computers. There may be some warranty difference, though.
Technically, MCE2005 is not supposed to support things like joining a domain and domain credential caching (things that Pro has that Home does not). However, it can be made to support these things, but don't expect Microsoft to support it. It also "breaks" some functionality of MCE2005, such as fast user switching.