It's the time and pilot logistics more than the price. Pilots can't do this sort of stuff at their house, they need to fly somewhere and spend four hours or more in a simulator. Not only is it a pain for everybody involved, it means that you don't have that particular pilot for that entire day. And then furthermore you can only use that particular pilot to fly the MAX moving forward. The whole point of maintaining a type rating is that all of your pilots can fly all of those planes, regardless of the particular version of the model.
Rather the other way around - the MAX can only be flown by the subset of 737 pilots who have had the training. In practice that will mean for Southwest to maintain the efficiencies they achieve through standardization they'll need to ensure all of their pilots receive the additional training.
