This is not true. I've seen it done in AWS for less than $2,000 monthly, and I can do it from my home for less than $500 per month (minus the costs of my workstation and networking gear, which you'd amortize over the expected lifetime of the project). I have a home server with 128GB of RAM and an i7-6900K, with 125 static IPs and a bunch of Ubiquiti networking gear. You don't even need that much memory or compute power, but I also use my workstation for other research projects. I use my own static IPs to parallelize without having to sacrifice latency or cede control to a shady proxy farm.

It's a pretty straightforward setup - each static IP is given its own route across the switches from the gateway, and the switches have link aggregated connections for 40GbE bandwidth. You have pub sub and queuing, and each scraping target is its own headless Chrome process. The requests to the target from each process are round robin sent across the available interfaces. Then you've got parsing and a local database.

I'm not a particularly invasive scraper (I make my User Agent deliberately obvious with an explicit way to opt out), but it's really not true that it's prohibitively expensive. This is a pretty cheap setup; I don't even profit from the work, I use it for personal research. If someone was actively selling valuable data, this would absolutely be worth it.