There are no hard and fast rules or custom here.
This is real life where everything is a negotiation / deal and it comes down to the specific supply/demand in consideration of this specific person matching to this particular job.
No company is required or obliged to do anything or pay for any interview travel expensive, no job seeker is required to do anything either.
Do not get caught up on what anybody says is what should be done, there is NO RULE.
They can make you interview, not talk to you for 3weeks, then make you come back again, and a third time and a 4th time and jerk you around and still not give you a final decision. They can ask you to show up and tell you the minute you show up sorry position is filled.
You can only consider yourself and your situation and your decisions. What are your costs, including opportunity costs? What's the potential benefit or upside? How do you see this playing out? How valuable and competitive a candidate do you think you really are? What are your options? if you give up on this opportunity, what's your next best option and next-next best option?
Ultimately what is YOUR decisions for you, there is no point in thinking over what the company should/should not do because that is not under your control, they owe you nothing.
If this is your dream job and they are in the position of power, you better hustle to try to get it. Do you think for example struggling actors or artists are declining auditions because they aren't treated like stars and flown out to Hollywood on the studio's dime?
If it's the reverse and you're the highly recruited candidate; then you are in the position of power, and can demand whatever you want and/or decline opportunities; because you also have a bazillion more knocking at your door, right???
Of course, you should use your words and try to find a middle ground that works best for both parties to have the best outcome for the lowest costs, such as phone/skype interview; before just pulling the plug. There is no harm in asking if the next option is just not pursuing. If you feel they are unreasonable, that is probably a sign for you to take into consideration on how well you match and if you decide to pursue.