No, seriously, why do they? It's not like the construction workers don't get paid their wages if they aren't given such projects, and, unless you are buying the resources from overseas, the only cost for the construction materials for the state is wages/salaries of the workers who are involved in the relevant processes.
Am I being swindled?
Once you make your own construction industry, leveling and manipulating terrain is free too!
It does cost a little fuel. It's always super annoying when you start flattening a hill and then all the bulldozers drive away to get gas.
I only wish its range were global, I hate needing to create so many construction sites all around the map.