It is listed as a most expensive place in some magazine and newspaper articles.
Monaco is the “country.” Monte Carlo is the “City.” Not mentioned in some lists because Monaco is small and pretty unimportant with a population of around 35,000.
On a sunny day you can ride a bike from one end of the country to the other on a lunch break.
So Monte Carlo (the only city in Monaco) it is not very significant when compared to major cities with at least 20 times the population. If you were doing an article about the most expensive breeds of dogs, you wouldn’t bother to list a breed with only 5 dogs when other breeds had millions.
The bottom line is that Monaco is not on “all” the lists because (as Somerset Maugham the author once said) it is just a sunny little place where a lot of shady people hang out.