It is expensive and it doesn't need to be there, but the reason its at the south pole is that the US has money for SOMETHING at the south pole. They want to maintain a presence at the south pole for international relations reasons. To be consistent with insternational treaties they need to do science there.

So, the US/NSF is like "we have a bunch of money to do science, but it has to be at the south pole". People like Halzen who had a crazy idea go to NSF and say how can I get a bunch of money to do this. NSF says, we don't have that kind of money in our physics budget, but if you were to do it at the southpole we could fund it.