That increases mass and engineering considerations.
Designing a satellite or space probe is (structurally) pretty simple: you need a central truss or platform which is going to be subjected to very little stress or torque.
Pressurised compartments up the complexity a lot. Leaks are bad. Big, fast leaks are really bad. Even with out gravity, thermal gradients (sunlit side, dark side) present significant stress.
Pressurised compartments under constant 1g strain are even more complex. You've got stresses and strains, mass, things get dropped and bumped inside, etc.
Mass costs money. About $1k to $40k per kg in LEO, though the lower end of that's becoming more viable. Elon Musk and others would like to get down to $200 kg, though I find that unlikely.
