The flip is of course that Malifaux is a hobby, one people will hopefully be playing for decades of their lives. I have a huge collection but that's been accrued over a period of 10 years or so. Even on a restricted budget of lets say 5 quid a week you are looking at 260 quid per annum which is a substantial amount of models.
So while getting everything at once is hugely expensive 2-3 years of low scale hobbying puts you on par with everyone else if you're consistent and clever with purchases.
Plus if you think about it, in a good strong scene you'll only be getting good enough after about a year to 18 months to really be competing properly anyway.