Well at CES they mentioned that the average monthly data throughput for PSN was 25 Petabytes, or around 800 Terabytes a day. That sort of bandwidth doesn't come cheap, around 9Gbps (roughly a OC-192 connection, typically costing around $US1 million a month). Plus storage costs, support, power usage, etc. It would add up, how much to I'd only be guessing though.
My theory is, PSN costs Sony money, which is why they are pushing for it to extend to other Sony devices now. More devices means more bandwidth sure, but storage costs always get cheaper with time, and people buying video's from PSN on their Bravia's will be paying money, unlike current PSN users who would download a lot of free demo's and trailers, which cost Sony to host and transmit down the tubes without any monetary reward.
Sony at CES basically said that PSN was one of Sony's core integrators for their product lines leading into the future, and it seems Sony is committed to it.