As for the "expense" issue, there is no evidence that the families of either Obama Sr. in Kenya or Stanley Ann Dunham in the US were poor. Obama Sr.'s father was known to be a force in Kenyan politics, and was wealthy enough to send his son to the US for an education, in an era when third world students attending American universities was relatively rare. Stanley Ann's father was known to be an entrepreneur in Hawaii, and her mother had enough upscale mobility to become a bank executive. The Dunhams, too, had enough resources to send their daughter to college, albeit to a state university.
If the trip to Kenya was affordable, there are reasons why it could have been made. Let's not judge the situation solely by American sensibilities. It may have been a common practice in Kenya for babies - in a paternalistic, male-dominant, Muslim culture - to be delivered in the father's home milieu (not the mother's).