I suspect that the cost was not the only reason. Much as I loved it I though that season 2 was taking the easy option and had got repetitive, forward motion kept getting stalled plus there were some side plot lines that I just didn't care about, but these are minor whinges compared to the beauty and emotional punch of it. The costs must have been phenomenal though: the action scenes combined with the multiple locations, little in-studio shooting I presume. I think it is like the longest Wachowskis’ movie ever made.
Somehow reminded me of The Unbearable Lightness of Being, which I saw on my own at Leicester Sq while my Mrs was away doing a show in Paris, and I was alone and at a loose end, wishing I had gone with her.