Exit bag method itself is very expensive and no one would give a random person without a license a cylinder of inert gas. Preparation is also complicated, buying everything needed, at least. Setting things up may not seem straightforward in the guides, which also keeps them from using this method.
I have also seen stories of people panicking and pulling the bag off of their head, once the gas began to flow.
If you're using a gas regulator and a cylinder with an exit bag, it would cost about ~€220 -€300(euros). (cylinder (depending on size) ~€100 to €200; regulator ~€100; oxygen tube to go from the bag to the regulator ~15.)
I have never heard of anyone being asked to produce a licence, I certainly wasn't. Nitrogen is used in beer brewing, welding, etc.
The difficulty some people have is getting the inert gas cylinder delivered to their home. Some companies only deliver to a trade address. Some companies only do collection at their premises.
As regards difficulty of putting the setup together, I can see why it puts some people off, but it's not as difficult as it first seems.
Yeah, I ripped off a rescue hood the one time I tried to ctb via nitrogen, but that's more to do with s.i., than anything else. But I can see why some people would prefer to use a different method, rather than have a bag or hood on their head.