I would think that is the case and I myself am working at providing such services.. I think that primarily a celebrity wants to be assured availability, anonymity and discretion! They may also ask that a broker/agent be available at odd hours and the drop of the hat. I believe that a large brokerage cannot provide the appropriate level of service, as it would be very hard to keep the transaction private, as at most large brokerages that I have worked at, all the information goes through a "system" and many people along the line are party to the information including the accounting department. In addition there are some exclusive and unique properties that sellers, though they may not be celebrities per-se, may not want their business partners, friends social aquaintances and neighbors to know, that they have on the market or have sold.
Discount brokers can get the business too, the client just has special needs.
ps the wealthy are the easiest people to work with, especially when selling properties. They just get the numbers of it.