This is because Sony decided to discontinue the old PS2 and its hard drive and network adapter. It was completely our of S-E's control. Without being able to back it up, I like to think that's part of why they decided to release it for the 360 :p.
The original PS2 does not have any sort of network adapter built in.
If you have an original PS2, you must have the hard drive + network adapter accessory. It is impossible to play FFXI on the new slim PS2.