It cost them almost nothing.
By including various regulators in your correspondence, you might not get a remedy for your particular problem. But given enough complaints, the regulator might realize that there's a problem with a particular utility and act. Or some public interest group can obtain such correspondence through a FOIA and use it to support legal or legislative action.
Corporations know that most people can be disuaded by the argument that your individual complaint will get you nowhere. And on a case by case basis they are probably correct. But if they percieve it as one piece of evidence that builds up to some sort of class action, they might be more motivated to fix problems early.