This can't be a serious question.
Luckily, some people can recognize a serious question. Those who cannot will never question anything.
I guess, then, what this whole debate is about is: What is wealth? What is cost? Some believe it is just money, and whenever you take something without giving money in return, then it's free. But as some others have recognized, wealth is more than money, and things cost more than the price on the tag.
Don't forget the cost of the opportunity. (
http://en.wikipedia.org/wiki/Opportunity_cost ) If you have $15 you can buy a CD or a T-Shirt, but not both. Therefore, if you buy the CD, its true cost is $15 + the cost of the T-shirt ($15) for a total of $30. This is what the "No Free Lunch"ers understand.
Oxygen may not cost money, but it does require a price to be paid. That price is the portion of the earth that must be covered in plants in order to generate oxygen. If you cut down all the rainforests and put up a giant parking lot, you will pay the price.
It's nice to talk about happiness being free, but it has its opportunity cost as well. A new baby in the world brings happiness, but it has its costs associated with it as well. You have to feed it, cloth it, shelter it. You pay the opportunity cost by being home with the baby when you could be out at a party or whatever. Love brings the same costs. I'm not saying that the cost isn't worth it, as happiness and love are the best things you can buy! But there is a cost.
Opinion time:
Faith comes at the price of suicide bombers, leveled skyscrapers, hijacked education curriculums, denied human rights, denied medical care, and downright human oppression. In my opinion it's one of the most expensive luxuries out there.
/Opinion
So, to answer the original question. People believe there is nothing that is free because that is what the evidence leads them to believe.