The BBC is a spendaholic. They will send many times the number of crew to get a story and stay in posh hotels overseas.
http://www.express.co.uk/news/uk/417958/Do-not-adjust-your-set-BBC-did-waste-350m
Not to mention their new billion-pound headquarters building
That may be true, but in this particular case it was said to have been HBO that didn’t want to use stages, green screens, etc and ran the location budget over-so the luxury factor seems to have been a problem. Pity-it was a reasonably realistic portrayal of history-liberties were taken with the historical characters, but HBO does that all the time.