This is due to the fact the planks aren't treated, but also because they cost more per board foot to haul in bulk. Additionally, you'll need to take extra time to properly plane, flatten and finish a rough sawn plank to get it to the exact size you need.
Can you use rough sawn timber outside?
Like untreated studwork, this works well in stud wall partitioning and general construction. But you can use it outdoors as well as inside your home. It's also pressure-treated to protect against fungal and insect attack.
Do you have to treat rough cut lumber?
To use rough cut lumber as traditionally cut lumber, you must apply appropriate finish and varnish. Finish and varnish seals lumber and protects it from water. Once you have finished and varnished lumber, you can use it in the same fashion you would use commercial lumber.