The short answer is yes. They cost money and time, and time is an important one. There is a major opportunity cost to.... For example, if you have facilities in Alberta and Ontario, there are different working at heights regulations, so you can't transfer one employee between the two to do the exact same job. You need to recertify them to work at heights. That is a small distinction that doesn't just create complexity for the business, but creates cost and time trying to do what you want to do.
There are certainly actual costs, but there are huge opportunity costs to our entire economy in creating that kind of confusion, especially for small and medium-sized businesses and individual workers who have to consider what they are attempting or would like to do and how that measures across a dozen different jurisdictions.