It certainly seems rather unlikely that moving the machines to another location would reduce the expenses to $0.
I can well imagine that there would be a lot of difficulty in moving an large eclectic collection of old machines into a modern data center, and that such an undertaking might be extremely expensive.
The answer is in the second line of your post. We don't know the details of their situation. But somebody who does know says that there are good reasons not to move. Doesn't seem that implausible that he might be right.
I don't think any of us truly have a problem with OpenBSD being unwilling to move their machines. We have a problem with OpenBSD being unwilling to move their machines, offering practically zero explanation why, while simultaneously asking for strangely large sums of money "because they can't move their machines".
If it wasn't for those three elements coming together, we wouldn't give a damn.
I can well imagine that there would be a lot of difficulty in moving an large eclectic collection of old machines into a modern data center, and that such an undertaking might be extremely expensive.