Commercial caps cost money. Self-made caps cost time.
Unless you actually enjoy making the caps for it's own sake, or you really can't afford to buy commercial ones, then making your own may not be inexpensive. I enjoy shooting with black powder. The less enjoyable parts of it (such as cleaning the gun) are part of the expense for that. And in the past I did put substantial time into reloading for several different cartridges and uses of them. So I understand the trade-offs there. But in part I did that because I really enjoyed just the reloading itself. In terms of making my own percussion caps (at least as people currently are doing this), I view that as way too time-expensive, and my time is very precious to me.
For me, ... if I simply couldn't get percussion caps to shoot my black powder guns, I'd go in the other direction and either convert them to flintlocks or replace them with flintlocks. But that's just based on my own preferences.