Probably because Sony and SE see the PSP as being dead and think the market is more interested in the shiny new tech that got released. This is one of those reasons why I kind of hate it when Game Studios decide to release a game on a dying system along with it's successor. I remember the bitching and moaning about the Twilight Princess debacle and SE is pretty much doing the same thing with DQX seeing how the Wii version is already out and SE has made no announcement for a release on the system outside of Japan, likely cause the Wii U version is what they are banking on. Though this move makes more sense since the Wii is considered a children's chew toy by most Western fans and they may be banking on the WiiU to lure more avid gamers (or perhaps Nintendo is Hoping DQX will do this for the Wii U) whereas the PSP already has a pretty good established base for SE due to Crisis Core, Dissidia, and Birth by Sleep.

The demo was pretty fun, combat is a bit basic compared to KH but a lot of other elements of the game were pretty cool. It definitely gave off a PS1 vibe to me.