This makes me very happy. Congratulations to the team behind this. I can only imagine how many hours of work, how many checks and re-checks, how many second-guesses, how many inspirations it took to make this happen. Very well done. The people behind this have put another paving-stone in the path of civilization.
Yes, takes less fuel to land on the drone than to fly back to the launch pad. For larger payloads, it's either land on the drone or throw away the rocket.
It's not just about cost. AIUI, from browsing /r/spacex, it's about feasibility. Less demanding payloads will have enough fuel to return to launch site, some will have enough to land at sea and some payloads will require the use of an 'expendable' configuration where too much fuel will be used to recover the rocket. Expendable launches are more expensive.
A bit of a misnomer that rockets go straight up. In fact they go almost horizontal very fast where trying to find a place to land on land makes little sense.