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?
They don't? Like there's cosmonaut mode which I've done, that goes all in on the idea of not importing anything from other blocs except for the starting stuff.
Money is only used for a few things
If you have your construction office set up properly then buildings cost literally nothing
My issues are/were with the fact that you can't requisition this stuff from elsewhere under your state. Apparently, there are, indeed, no other cities in your country, from what I gather.
Really depends on your map, some have nothing built in them some have some towns and some even have industries so you actually can requisition stuff from elsewhere, your country is just the map there's no 'elsewhere', but you can for example relocate people living in one town to a coal mining workers district, or use the already existing sawmill to source logs you might need for construction.