Firstly, personal costs can be high even before full-blown whistleblowing, the struggles of which are well reported. The best case is usually that you're looking for a new job. It is clear to me that that's better than committing a crime or gravely unethical action, but not everyone always has good alternatives, enough financial safety, and no major economic responsibilities to cover at home.
This also goes for mental costs: I have previously come close to burnout spending months trying to rectify a clearly very bad and doomed situation. The only reward at the other end was the bitter vindication of seeing a project I deeply cared about crash and burn from afar after cutting my losses. And I personally know people who suffered far greater damage and took longer to recover from it, even in cases where they merely uncovered some big skeleton in the closet that was not even the fault of anyone currently in charge or clearly malicious. In many cases, management will be somewhere between actively complicit and themselves stuck in a bad situation with barely enough (perceived) agency to fix things the right way, which doesn't help.
Secondly, short of "going to war" and dedicating your entire life to changing something, saving yourself is usually the best you can hope for. That's obviously better than being complicit and possibly liable. I also like being able to sleep at night knowing I have principles. But if you have the righteousness to refuse to become complicit, it's quite frustrating to come to terms with the fact that you mostly won't be able to set things straight properly unless you are in a very influential position. I know that's often not really my responsibility if I'm not higher up, but it still doesn't sit right with me that I can't do more.