It's not expensive. You're apparently sold on all these paid character transfers. The payment is not for the copying, or even the labor to copy (once the code is set up, it should be trivially easy)...it's for two reasons: 1) Limit the transferring of characters, and 2) Generate extra revenue.

It would take a decent amount of work to rewrite the scenario code to pull from character databases on different servers, and probably some reconfiguring in their datacenter to accomodate those queries across different realms. But it's mostly a matter of being able to point database queries and inserts at the correct database.

So some cost is incurred in development time, but nothing 'extra'. It will just push other projects back.