What does evolutionary cost mean?

When a lineage evolves to lose an organ or limb that no longer serves any purpose to its survival it’s because it “costs” something.

Humans lost tails because we didnt have need for tails and it “costed” too much to keep around.

But males still have nipples because they don’t “cost” enough to have any pressure for natural selection to weed it out.

My question is what is it costing? I suppose an obvious answer would be the extra calories you’d have to eat to support that extra body part but is that the only thing that it’s costing?

An animals genome is full of useless genes that don’t do anything anymore (Dead genes I believe they’re called) so surely it’s nothing to do with costing space in the genome or anything like that.