What is your "inexpensive" hobby that turned out to be expensive/ you gradually invested lots of money into?

Reloading.

I thought, I can buy a Hornady press, use range brass, and same some cash!

And, well, kind of. But mostly no. Yes, buying primers, bullets, and powder, and using range brass is indeed cheaper than buying boxes or cases of ammunition on a per bullet basis. Sure, a set of dies can get expensive ($200+ for match-grade dies if you do, e.g. long range shooting competitions). Oh, and you need to clean your brass, preferably in a wet tumbler, and then dry your brass, and also get a trim station to trim to length, and possibly a primer pocket swager if you've picked up military brass with crimped primer pockets... And a scale, you gotta have a good scale so that you know exactly how much powder you're using (seriously; you need a good scale, you cannot skip this), and you need a chronography to measure speeds to develop the most accurate loads...

...And then you start getting into progressive reloading presses that are intended for really high volume shooting that start at around $2000, and top out at around $10k, plus things like annealing stations so that your neck tension is always consistent after you've crimped the case, and powder tricklers for when volumetric powder dispensers aren't accurate enough...

But the real expense hits when you're shooting 10x as much because now ammunition is "cheap".

BRB, gonna spend $400 on 8# of Varget powder and $300 on 1000 Hornady ELD-M .224 bullets.