Certainly it's not impossible to DIY, but it's more difficult than just popping some aligners on your 3d printer.
Manufacturing them requires a resin printer and a vacuforming setup, but that's still the easy part. It's a whole system with a dental 3D scanner, software for rearranging your mouth, and attachment points that have to be epoxied onto (and later removed from) your teeth by a dentist.
Yeah it's also not unreasonably expensive. At least when I had them it was only a few thousand pounds. I think they do offers regularly.
They have to have at least 2 different materials as well. The temporary trays were much softer and I had almost ground through them in my sleep by the time I had to switch to the next one but the final set is much more robust.