It’s not about the cost of the testing; it’s about the cost of implementing the testing, which does have a not insignificant cost, even more so when compounded with the large losses they’ve just experienced. Disney would have to pay for those administering the test, certain facilities, certain supplies, etc... It’s easier to just tell the CMs to go try to do it (worth noting that when I was a CM, I often had a hard time going in for routine appointments because your schedule is so far from normal business hours and fluid, so I’d often you’d just to have use an off day for any of those types of appointments).
I think them reopening without providing some sort of initial testing for CMs contrasted with the frequent testing for NBA players could result in some bad publicity if the story gets picked up. Disney is banking on it not.