More expensive forts are the result of a nation having a more advanced #fortera. So while the forts are technically better, if you don't care about the benefits of higher admin, more and better upgrades, or resisting sieges, cheapo palisades are far more appealing. That's a lament you hear a lot in vanilla, actually. Come to think of it, I'm not sure a nation's tech level theme has an impact on fort era probabilities, but it probably should. Ugh, and that'll take coding, albeit not much.
For the record, once you start building on a province, you can relinquish it (with a second commander, obviously) and the construction will continue even though you no longer own the province. It's still a PITA, but we used it to quickly build cheap temples early on - i.e. turn 1, A1 relinquishes to B1 and B2, turn 2, B1 builds a temple while B2 relinquishes back to A1, turn 3, all three move to another province, etc - and a few underwater forts. Later we basically concluded it was no longer worth the hassle of having Zen build all our temples just to save 200g, but at the start the savings made a difference.
It would be a lot less clunky if you could build in allied provinces, though. No argument there.
I did okay with my pale ones, to include expanding with some, but after expansion I was mostly either using them as armored sacks of hp to hold a line, or as aquatic troops (where they actually did pretty well because of how heavy their armor was). I also had really good national commanders, so they'd keep fighting while their faces were being eaten. They do tend to be fairly awful in a lot of ways.