Deep learning libraries are free; GPT-3 is not a library, it's a pretrained model. It's offered (for a fee) through an API. The company offering it (as much as I dislike their naming OpenAI, while being all but open) spent considerable amount of money training it, and is paying more in hardware costs for each instance you send through their API.

Actually, even though training models is very expensive, most models are even available online for free! A large collection is on HuggingFace (including GPT-2, which is essentially a smaller GPT-3), and there are studies proving that the quality is essentially the same. You can literally just download and run them, pretty much like... a free library.