Why avoid string.ToLower() when doing case-insensitive string comparisons?

Question

I have read that when in your application you do a lot of string comparison and using ToLower method, this method is quite costly. I was wondering of anyone could explain to

Answer 1

Each time you call ToLower(), a new copy of the string will be created (as opposed to making the case changes in-place). This can be costly if you have many strings or long strings.

From String.ToLower docs:

Returns a copy of this string converted to lowercase.