They're expensive because they do a lot. Plus they're not something made in any big production quantity. There's not a lot of people testing batteries at that level other than battery manufacturers and people hosting sites for battery reviews.
I get by myself with a load bank, a DMM, and a stopwatch. If you're talking about a simple load bank, that's not a big deal, a sheet of aluminum and some high wattage wire wound resistors. All I need are discharge curves and that's possible to get with that stuff. For involved analysis like what you see on battery review sites, you need one of those proper analysers.
It would be possible to build one, but it would be a pretty involved project. You need something that can do a good number of computations so it would have to run a fairly extensive program. Though for sure it would be do-able and it would be a challenging and rewarding project, useful too. You could start posting your own battery reviews and we all need more battery reviews.