Yes, and that costs some payload. That tradeoff is right up against the limits of what's physically possible. How Space-X does landings is quite different than most VTOL landings, which are slow and careful. The boosters approach fast, and then blast at 2G just before landing. Fuel is spent almost entirely to get rid of kinetic energy, not to fight gravity while hovering. That rather drastic solution makes it possible.

I'm not a huge Musk fan, but he does seem to get the physics of rocketry.