Actually electronic companies (and others) regularly test the market with more experimental features - how else do you think new developments arrive? Sure, they have research that indicates there is some market, but most new stuff starts small. Sometimes, if the timing is right, it explodes (like the ipod).
Why do you think there are 360 skus with HDD and some without, why do model features change? Trying to both follow the market and anticipate future trends.
The Go is an experiment, the first gaming device to fully get behind digital channel at the exclusion of physical media.
Well, actually, you would like to THINK thats the reason, Back in the real world, it was to offer consumers a choice.