Wow, I really like people who don't stick to their opinion and have open mind for different approaches.

Short answer: Yes (never via constructor)

Long answer:

I presonally don't distinguish between entity, service, value object, interface. As long as they belong to the domain layer, I consider them as domain concepts.

The code says that for certain use-case we need ProductPrices. What is it? Is it an entity in the same context; value object; service? We don't care. The only think we need is the behavior.