As a student, I did a tour of ASML. One of the coolest things was one of the tour guides bragging how they would inspect the prospective location for a new plant and deny sale if they didn't like it.

Why? Because their machines are incredibly sensitive... and equally expensive. And your customers get angry if the machine doesn't work reliably - and rightly so.

I don't know if they do that still, and it likely was somewhat hyperbole, but the core of it is actually correct: the machine is indeed that sensitive, and is indeed that expensive. Every second of lost operation is expensive, and creating a fab around one of them is not quite as straightforward as just pouring some concrete somewhere and adding walls and a roof.