Government simply could use service offered by those blockchain forensic companies though. It's more effective (and might be cheaper) than creating their own forensic from nothing.
I don't want to be a politician but a government shouldn't use a 3rd party to run government activity because that's something that can become harmful to the country's interests. It's not specific to the crypto sphere but for almost anything. We can see the result in The U.S. with the health system or more recently with the war in Ukraine (yes I take examples that are extreme)... Or European data sent to US servers and fuck people's privacy...
Being too dependent on someone (person/company/country) can be detrimental to you and can even prevent your development.
On the other side, I do agree with your point about the cost. It's surely cheaper to outside the job but developing your own infrastructure from scratch and exactly tailored to your need in the long term can be more rewarding. They have rather chosen this approach in our country and started 2 years ago by recruiting all kinds of specialists. People with real crypto expertise are so rare and in-demand that as you can imagine, they are extremely well paid.