The primary cost is in the material and finishing, not the processing methods. CNC or Laser are about the same cost, laser more convenient for short runs. The secondary machining is the same whether copper or aluminum.
The delta is all copper cost and finish cost.
Copper without black finish is a useless exercise, as emissivity is terrible, unless you blast fan driven airflow by them. That is where copper excels. Once you turn copper black, you lose the sexiness that you wish to display copper for.
Summary: If you want copper heatsinks to display the sexiness of the copper without forced air, your heatsink efficiency just got worse.