Why are returns not free?

Could you elaborate on why returns are not free in the world of finance and cryptocurrency? Isn't it logical to assume that one could simply invest and reap the benefits without any cost or risk involved? Isn't that the essence of capitalism, where investment leads to growth and profit? Or is there a deeper, more nuanced understanding of the economics at play here, where factors such as market volatility, competition, and the inherent risks of investment come into the equation? It seems like a complex topic, so could you please break it down for us and explain why returns are never truly "free"?