The non-powered direct vent is limited on how far it can be from an outside wall. The flue pipe is expensive, too. A powered direct vent can often use PVC pipe and go further. Both pull combustion air from outside, which can be a big energy saver in itself. So, some of it is convenience, but a lot of it is initial cost. Most people don't think running costs, they think of initial installed costs, even though there's often a reasonable payback.