I was a tad confused because there are already some homebrew kits for the PSP, I had no clue that it was impossible to load stuff onto them.
http://www.develop-online.net/news/3277 ... P-dev-kits
I hope the days of certain companies thinking that developing for their platforms should be treated as a privilege are numbered.
There's been a homebrew kit for the PSP since it originally came out, at first you had to load the games by exploiting bugs in the v1.5 OS to trick it into running the unsigned applications. Sony then closed those bugs and tried to prevent the homebrew apps from running, but various groups have released custom OS ROMS for it that allow playing them. Sony's motive for closing this down is that the same hacks allow you to play illegally obtained software. That's why I have my doubts that they would ever release a truly open SDK, especially not for the PSP Go, which of course is download-only. Note that the article says they will "consider" releasing one "further down the line", which could just as easily mean "never".
Apple technically don't allow any old software on the iphone either, you have to publish via the app store or via a company share (for company internal apps). They do make an effort to block unlocks but it's fairly half-hearted compared to Sony who had some PSP OS updates solely for the purpose of blocking holes that allowed unlocks, and who made games require the latest version of the OS in order to force people to install the updates.
I have a PSP, which is unlocked so I can play my PS1 games - rather than having to wait for them to turn up on the Sony store to buy them again.