The game is not worth the candle.

The outcome, product, or returns of this activity or undertaking are not worth the time and resources that it requires. An allusion to gambling by candlelight, a significant expense at one point in time. If the winnings were not sufficient, then they didn't warrant the needless use of a candle. The local council considered the construction of a new power grid throughout the county, but because it would cost millions and only marginally increase efficiency compared to the current infrastructure, they decided that the game wasn't worth the candle.