The phrase "no such thing as a free lunch" comes from economics — the study of making choices when your resources are finite. The insight conveyed by this phrase is that there's always some opportunity cost (the cost of the next-best-thing you could be doing, instead of eating the free lunch).

If you are not using it in that context, it loses its insight value. There is presumably some energy cost to the cell actually manufacturing the protein, but it's entirely possible that's the whole cost of the "lunch", and it is a price readily paid. Or it might not! That's really up to biology now, as you say.