I see people talking about record solar cell efficiencies, but most solar cells on the market only give 10-15 % efficiency. Why is that?

There are a lot of reasons and much of it has to do with cost. To make super efficient solar cells, you need to get rid of reflections, for example. To do this, you need to add extra anti-reflective coatings, which make you have to go through more processing steps, costing money. Furthermore, typically you are actually working with solar modules, which necessarily have lower efficiencies than the most efficient cell in them (due to, for example, empty spaces between cells or conduction losses in the cells, themselves, or wiring). For example, peak solar efficiency is obtained at the maximum power point of what is known as an I-V curve (see image below). If you put several solar cells in series in order to build up a reasonable voltage across the module (~700 mV per cell with current densities ~30 mA/cm^2), it is unlikely that the maximum power point of all these cells will line up perfectly, reducing the module efficiency.

Photo from ChemistryBlog

Already, solar cells have a decent upfront costs. Much of this cost comes from the installation of the modules and the electronics associated with controlling the module or its output. Engineering solar cells is always a balance of cost and performance and one must deal with the complexities of real-life materials and processes.