That's very true, but it's possible and doesn't have to be expensive. Especially in mountainous areas with rivers which already utilize hydropower or coastal areas with existing dykes.

Plans for PSH reservoirs spanning a few dozen square km with pump turbines that work both ways (pump water out, generate electricity when water flows in) are ready to be executed. The expertise required lies with the engineering companies that built the Delta Works in the Netherlands, the Thames Barrier, the Dubai Palm Islands, Bath County Pumped Storage Station etc.

I think the issue is the huge up front investment these projects require, despite PSH being the cheapest storage method at very high scale and capacity. There's just not much profit to be made in that market outside of China it seems