Dear Student,
The reaction between sulfur trioxide and water is very highly exothermic.
The heat generated is so much that it will vaporize the aqueous solution of Sulfuric acid which is being formed.
So, on an industrial scale, the cost of controlling this heat will be enormous which will make H2SO4 very costly.
Also, the vaporised H2SO4 is a highly corrosive aerosol that is very difficult to separate.
But, dissolving the SO3 in H2SO4, oleum is formed:
This reaction does not generate much heat which makes separation easy and cost of the acid negligible.
Regards