It sounds counterintuitive but it’s true in many cases. The reason is that death penalty cases are much more expensive for all parties than other types of cases (i.e. life in prison), because the trials themselves are often more numerous (appeals, etc) and longer than they otherwise would be. Those costs often outweigh the costs of just convicting someone to life in prison, and paying to keep them confined for the rest of their life. Also, many people end up either having their convictions overturned or commuted to life in prison, making the whole thing a wasted expense.

Here is a paper from the government of Indiana which breaks down some of the costs involved. It doesn’t explicitly state that death penalty cases are more expensive I don’t think, but it should give you an idea.