The difference is that for James Cameron's projects could rely on buying existing expertise from contractors. A small nation has to build that themselves in secret.

One would, but well he is James Cameron.

If you think about it, the actual disposable wealth of a lot of small nations is probably less than what Cameron himself could marshal and spend if he wanted to. A nation in the best case needs to get the buy in of its people and administrators in order to spend a large sum of money on an expensive project. The budget for that project has to compete with all of the other expenses and ambitions that the nation has.