Salaries for the entire crew of a Coast Guard cutter (100+ people) for however long it took to find and retrieve him would be a big-ticket item. Plus all the fuel and other operational costs for the cutter, along with the same for a C-130 search plane, MH-60 rescue helicopter, and whatever other stuff they used.
Well yeah, it's a huge hassle to put fueling stations in the sky. Very dangerous to stop for a top-up. And every year, dozens of stations are obliterated by planes travellings through clouds and other poor conditions. These tragic events are known as turbulence.