People have wanted to build a high energy physics experiment using cosmic particles for at least a decade now. The problem that most of them seem to overlook is the complexity and the SIZE of the particle detectors! Have you seen CDF at Fermilab? It's the size of a HOUSE! And not only that, it is built with such precision and such utterly ridiculous tolerence, I cannot imagine it being built in space, or being rattled off upon liftoff to be put in position.
The other issue being the fact that you cannot control where these particles are coming from, and so the ability to control the trajectory is almost non-existent. Couple that with the uncertainty in the luminosity of the particle you want to collide, and we have way too many unknowns to convince the taxpayers to fork over the gazillion dollars to pay for such thing (after all, they've already been suckered into paying for the ISS with practically no science value whatsoever in return).
So yes, you do get the energy for almost nothing, but you also lose a lot of other control and capabilities in return.