Gorji, Yes, it is expensive. If every diver had the money and motivation to fill tanks then we would see a lot more of this. Reasons for doing so are as diverse as the divers themselves. In my case, it was the hassle factor. No need to make a run to a distant dive shop with inconvenient hours or to deal with hot fills, low fills, or inspections. It used to be that special equipment was needed to remove a valve. Today, anybody can twist off an O ringed valve and check for rust, etc. If I need to fill a clean but out of date tank, it gets done. Nobody is going to ask if my Nitrox marked tank already contains a partial fill of O2; that's because I am the tank monkey doing the fill. If a tank is just 300 psi low, no run to a shop; it gets topped off right now, and no charge, no hassle.
Compressed air is used for more than tank filling; having it available at all times is really nice. Try filling a boat trailer tire to 60 psi with a hand pump. Try operating air tools without an air source. With a small dive tank, harness and air tools, you can bring the solution to the problem, and if more air is needed, it's available anytime.
I bought a Bauer Capitano, new, in 1974, for $1580. I've had virtually no problems with it. Today, this type unit costs $6000. I've filled tanks every year since. Was it a good investment? You tell me. I've also owned a home made portable from 1976 which cost $1200 and has been overhauled once, for $200 in parts. It has done duty on many boat trips to far away islands. A compressor owner can become very popular. With a compressor aboard, everyone is relieved of having to lug tanks ashore on some little island where the dive shop is open every other day from noon to four. Of course, if your dive trips are canned (packaged), there is probably no need to do this sort of thing. It depends on the diver. Saving money was the last thing on my mind when I went this route. However, as it turns out, our expeditions have not only been infused with the thrill of discovery, but the overall costs has been less than some packaged tours treading the beaten path. As a compressor owner and experienced diver, I'm one link in the chain of expertise required to untertake a venture of this sort. If you can put together a group with experienced in yacht handling, navigation, cooking, provisioning, dive gear, spearfishing, fishing, first aid; you're pretty much set to start a plan.
So, the question of expense is relative and must be weighed in context.