Specifically, egress from Cloud Providers (transmitting data from inside the cloud to a computer outside the cloud) is the usual culprit for being "very expensive". It's part of a pricing strategy by cloud providers that encourages folks to put all their infrastructure inside of the cloud and to have none of it outside the cloud. As one example of the ink spilled over this topic, see this discussion from 2 years ago about AWS's very high egress fees:

Article "AWS’s Egregious Egress" (2021) https://blog.cloudflare.com/aws-egregious-egress/

HN discussion: https://news.ycombinator.com/item?id=27930151