To add to what has already been said about it taking a large effort, the follow up question is then, why don't governments fund all this effort publicly through taxes, like what is done with roads, scientific research, education, healthcare?
Well the short answer is that high-performance computing specifically is a strategic resource. Publicly funding roads only benefits the country doing the funding, so that is an easy decision to make. Meanwhile, much of the publicly funded scientific research has minimal to no strategic value (or may only be of value in states capable of that investment in the first place), so this is also an easy decision to make. But giving away technological investments in strategic ressources to rival states is a pretty bad move.