Dauthi Voidwalker is undoubtedly a very strong card, but it also has a few drawbacks that can be easily overlooked.
Right now it's getting some love from both commander and modern players. The upsides are obvious: almost unblockable due to Shadow ability, hates on opponent's graveyard, and provides card advantage. What's not to like?
But it can also easily die to something like Fatal Push, and maybe get resurrected by Lurrus of the Dream Den for a turn or two. But that is not enough to justify the $40 price tag, so expect it to dwindle down to about $25 a piece on the secondary market.