Travel costs, lodging, etc, etc.
Nonetheless, what you asked is exactly why there needs to be a chance of a penalty(because it doesn't always happen). You have a 25 man roster. Sending a 2B down to rest because he's at 98% shouldn't be a freebie. Sending three relievers down because they're 0(0) shouldn't be a freebie. You should have planned for these things when you set your roster.
Again, you're asking that your 40 man roster be your BL roster. Which, essentially, it is. You just run the risk of a penalty when you start bouncing players back and forth.
And, by the way, these are little, fake players. They are not professional athletes. WifS has simply devised a way to discourage owners from rotating players off/on the BL roster.