It is not the $35 that makes it a problem, if these powder holders were reloadable then I really think the idea may take off, but a proprietary powder encased in a proprietary holder for single use, it is scary to dump money into a gun like this when you may be SOL in a year or two.
If you are going out to buy this muzzleloader because you just have to have the convenience then I would say you need to invest in the powder holders as well, buy 200 shots worth of the stuff to make sure it has some sort of life span for you.