Brushless DC motors need control electronics: transistors to turn on and off (and alternate polarity of) the voltage going to the motor windings, which are capable of switching relatively high currents (multiple amps) at high frequencies. Brushed DC motors simply require wires connecting the DC voltage supply to the brushes, and the inherent physics of the design takes care of the rest.
Until recently, these control electronics, typically MOSFETs in H-bridge configuration, were quite expensive. The price has come down a lot, but it still adds cost and complexity to a device design.
