Hi Kasi,
Maybe have other meaning but "the cost" can be because previous to IBM sdk 1.5 (I'm not sure) the generation of a heap dump "freeze" the process. Your server stop doing anything until the heap dump terminate.
From version 1.5 you have dedicated threads to generate dumps, so the process is faster and has less impact.
Without the context of the phrase hard to know the meaning.
Hope this helps.
regards