Because there is more hardship and expense in it. The more hardship you endure and the more wealth you spend in the way of Allah, the greater will be the reward and recompense.

Lady Aisha (may Allah be pleased with her) narrates that she said, "O Messenger of Allah, people are returning after performing two good deeds (Hajj and Umrah), and I will return after performing only one deed?" He said: "Wait, when you become pure from menstruation, go to the place of Taneem, assume Ihram for Umrah from there, and perform Umrah. Then meet us at such-and-such mountain." Qasim says, "I think the name of the mountain mentioned was Kada." But the reward for this Umrah will be according to your hardship and expenses. Or as the Messenger of Allah (peace and blessings be upon him) said. In the narration of Husain bin Hasan, it is stated: "But you will get the reward for this Umrah only as much as you spend on this journey and as much hardship as you endure." Or as the Messenger of Allah (peace and blessings be upon him) said.