First: Zyklon B was mainly used in Auschwitz, many other camps did use CO or engine exhaust gases.

Nazi death camps used shower heads to introduce a gas into the gas chambers

No, the showers were simply fake. Zyklon B was inserted from above into metal pipes so it would fall down into the gas chamber. You can see an animation here: https://www.zdf.de/dokumentation/terra-x/die-gaskammern-in-auschwitz-birkenau-creative-commons-100.html

and likely relatively expensive

It was widely used for killing insects for example on ships, cooling houses, mills or other in other storage facilities. In fact the overwhelming part of Zyklon B going to concentration camps was indeed used to kill fleas or lice and not for killing humans. The price was 4.55 RM in 1943 per kg which is roughly the same in Euros today.

It also meant that the gas chambers had to be aerated for a number of minutes

30 to 40 minutes

Why didn’t they simply use CO2

Zyklon B was again a mass product with the corresponding production capacities already there and not expensive. Also it is estimated that around 4kg of Zyklon B are able to kill 1000 people. It is also fast acting and thereby simply very effective in that sense. Plus it was also simple to transport and store as it came on a carrier material, so pressure gas bottles were not necessary but simple metal containers were used.