If they plan on extracting 6GW they'll need to put it somewhere, what's a people hub near Yellowstone? ...
So they'll have to build out high capacity transmission lines which have associated costs for leases, construction, and maintenance.
Then finally you get into the real kicker: cost of transmission. If only 5% of your transmitted energy actually makes it to your buyer, without congestion, you're spending $0.10 / kWh but your buyer is paying $2.00 / kWh where the difference all goes to line losses.
Maybe building data centers nearby is a good way to mitigate the infrastructure problem.
Edit: I also forgot to mention the time value of energy infrastructure. What is the expected time horizon to break even at target rates of return? How do those returns compare to other forms of capital investment? What's the risk profile look like for power producers that require heavy upfront investment? (hint: not good)
Edit: Okay, the 5% figure was out of bounds, more realistic is 97% with proper build-out.