It can cost a lot to run a GPU, especially at full load. The 4090 stock pulls 500 watts of power under full load[0], which is 12 kWh/day or just under 4380 kWh a year, or over $450 in a year assuming $0.10-$0.11/kWh for average residential rates. The only variable is whether or not training requires the same power draw as hitting it with furmark.
Only Cali and the most northeastern states seem to have these high rates. Every other continental state is under $0.14 https://www.eia.gov/electricity/state/
That's pretty much what Nicehash does, but after you pay for that electricity it isn't super profitable - especially if you use it for 1/3 or more of the day for your own purposes (gaming/etc).
0: https://youtu.be/j9vC9NBL8zo?t=983