There is a segment of archers and bowhunters that find deep fulfillment by customizing their gear. It can be owning a press and draw board to do your own bow setup and tuning, buying a fletching jig and cut-off saw to craft arrows, repainting and modding stands and sticks, some even have industrial sewing machines to craft bags, pouches, etc. In traditional archery, this is more common than compound archery and likely where I developed the enjoyment of DIY.
Whether building your own arrows is really cost effective would require offsetting gas, mileage and potential frustration by taking arrows to a shop or just buying new ones every time you need them refletched......against the "start-up" costs of a fletching jig, clamps, saw, vane assortment, nocks, cleaning fluids, adhesives, grain scale and spin tester. I started fletching my own arrows in 1977 during my FITA target competition phase, as I was wrecking arrows shooting tight groups and ripping off feathers regularly. The same Bitzenberger jig and clamp I bought then is still going strong 46 years later with who knows how many dozens of arrows being completed for myself and others. It allows you to test various vane types and configurations, along with cutting and testing wraps and such, without involving another party who might cut the shafts the wrong length or install the components poorly. If you have even a small dose of OCD, you will never be quite satisified with the work of others when you can learn to do it as well or better yourself.