It also takes energy, focus, and intellectual capacity. All of which are being removed from the current effort at hand. There is a real cost to continually reevaluating the situation. Sometimes you just have to put your head down and plow ahead.
This is why having competition is so powerful. Someone will likely be working hard at the right problem using the right strategy.
There is no perfect strategy that will always result in using the fewest resources to generate the best solution. We have to accept inefficiencies and wasted efforts.