In short, music costs money for you because there are people who are better than you at it. This is basically the same reason why your car (probably) wasn’t free: you wanted a car that actually functioned at a high level, and the one you could have built with your bare hands out of materials you’d gathered yourself just wasn’t good enough. So you bought the higher-level work of a professional. Nobody charges you for whistling melodies you’ve made up to yourself–but if you want something that’s been vetted as the highest-level work, by millions of people, you need to pay for it or learn how to do it yourself.