It isn't just the cost to collect, it is also the cost to store. Heat is easy and safe to store at just above room temperature in rocks - but you need a lot of rocks. Just to heat my house for a few days would need tons of rock at temperatures I'd allow in my house (I have kids and so I worry they will open the rock container and get burnt). Rocks are not free. You can also use water for storage, but again you have the issue needing a tank (and water is a drowning hazard, plus the worry about leaks...)