From what I understand the Magnet is extremely specialized and it would cost millions more to manufacture a second one rather than ship the existing one. As to why Fermilab, scientists had exhausted the capabilities of the particle accelerator at Brookhaven and Fermilab already possessed the equipment to generate more intense muon beams.
The NYT sort of explained that repeating the experiment in Brookhaven would have cost a lot of money but wouldn't have resulted in an increase in accuracy that was worth that amount of money. Presumable other equipment exists at Fermilab that made the move cost effective compared to other options.
