you need to have processes in place to keep the bad guys out, this probably means that it takes more work to do the signing
you need redundancy
you need to spend time figuring out if you should sign things (unless you are a commercial CA, in which case you just need to see if the credit card accepts the charge)
That being said, the cost of running the CA itself is trivial compared to the cost of getting your cert accepted and in the various places it needs to be to do any good.
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