> Is it the preferred way only because training is expensive?

No, it's the preferred way because that's literally how you train it. Contrary to popular misconceptions, you don't "compile" data into weights. You initialize a model (based on architecture, config, etc) and then you modify it via training. But crucially they (i.e. model creators) modify it the same way (technically speaking) as you would. That's what the license grants you. Nothing less, nothing more. The "how" as in knowhow has never been something covered by a license.

Open-weight is something dreamt up by people misunderstanding the basics of model creation and training, and having ideological biases against AI and/or LLMs. It is what it is, but you should know that you are technically wrong. A model released under an open source license (Apache, MIT, etc) is an open source model. Because the weights are the source of the models. Training is not "compilation". Training is the "how" as in knowhow to modify the model. Training deals with values. Source deals with everything, including values.

In the past, if someone would have released a piece of software (say a PID controller algo) w/ hardcoded values, no-one would bat an eye. LLMs are just that, with billions of hardcoded values. Nothing less nothing more.