If everything else was equal, then yes, they would save money by not implementing DRM. However, what if they couldn't get the license for $MOVIE_CONTENT or $PHYSICS_ENGINE without implementing DRM? That's also extra work for them. (I pulled that hypothetical more from a recent Netflix article, so it may not apply equally as well to gaming.)
As it is now, AAA titles with AAA amounts of DRM are still doing incredibly well. It might "cost" more in internal management backlash to suggest not implementing DRM than to keep to a tried and true formula. Internet backlash is more visible than ever, but I can't think of a recent case where a title actually suffered significantly from it (exception being the PC port of Arkham Knight). It's like a form of the 90:9:1 rule, 90% of consumers are perfectly happy with their entertainment, 9% are affected by issues, 1% complain loudly. From an internet perspective, the 1% are heard more strongly. From a business perspective, the 90% are heard more strongly.
</disjointed thoughts>
