Most of the costs are still there. You still have to remove the debris, but instead of systematically taking it down in pieces that can be handled, it's a pile of rubble. You have to remove all glass, drywall, and non-load bearing walls to ensure proper collapse. The shock wave from the blast can damage surrounding buildings, and a failure in a charge can at best leave you with a building that scattered into another building, and at worst leave undetontated explosives under a mass of broken concrete.
Implosion is pretty much a last resort option, unless it's a time driven project. Given the risk, we have all the time in the world just knocking it down. And demolition experts aren't cheap. It's in no way cheaper to implode a building.