Well, it's not just a money issue. There's also the "are you knowledgeable, responsible, and have DNS engineers on staff" problem. If you own your own TLD, it means you can talk directly to the root zone. You could theoretically DDOS the root zone servers and cause them to crash. They would, of course, just revoke your TLD permanently & it wouldn't really cause any noticeable disruption to the rest of the internet. You could also allow attack domains or shady websites. Maybe it could be used to pretend to be another site. Imagine owning ".conn" that would be a premium attack site TLD because it looks like "com". There's lots of other issues too.