The requirements to get on the ballot for Congress are going to vary by state. I'll use Wisconsin as an example.
In Wisconsin, you need 1000-2000 valid signatures to get on the primary ballot. The nomination papers cannot be circulated before April 15 and must be submitted by June 1. That's an average of about 44 signatures per day to get to 2000. It's certainly in the realm of being possible to do it yourself, but it would take a significant effort if you just went door to door without using volunteers, and if you use volunteers from the party, you're taking them away from other possible uses. (Also remember that you're trying to get those signatures in a district that lopsidedly supports the opposing party - you're going to have to go to more doors than you might expect to get those signatures.)
Candidate committees in Wisconsin apparently don't have to pay the $100 filing fee that other political committees must pay. They must comply with campaign reporting requirements, but those should be relatively simple if the campaign is literally not taking in or spending any money. So, overall, you can get on the ballot without spending much of anything.
But the problem is, if you don't spend any money, you aren't going to unseat an incumbent. Especially if the seat is so safe that you wouldn't expect to have a chance to win even if you DID spend money. If you do spend money, you probably want to have a campaign treasurer and staff, and that may take resources away from other candidates who have a chance of winning.
Politically speaking, there may be a cost to losing. Losing, especially by wide margins and with little effort to win put in, might diminish a candidate in the eyes of the voters if they want to run for some other office in the future. Additionally, under Wisconsin law a candidate may not run for more than one partisan or state office in the same election, so someone can't just run for Congress in addition to, say, running for the state assembly. They'd have to give up the assembly seat to run. So it might be hard to find a good candidate who is willing to actually run for the seat.
You could put up a candidate who doesn't hold any office and who doesn't care if they lose. But putting up a totally unqualified candidate might diminish the party in the eyes of voters. Although that might not matter much for a congressional election that's already a forgone conclusion, it absolutely could matter when it comes to statewide elections which might be held at the same time. Wisconsin's 5th congressional district might not really be in play, for example, but the statewide races absolutely are; we currently have one Senator from each major party, and voted for both Obama and Trump.