Making things cross-platform is, indeed, a challenge. For most kinds of programs, it's not a huge deal - you stick to specific, portable APIs, you test everything on multiple platforms as you go, etc.
For performance-critical stuff, though - like games - you have to get a lot closer to the metal, and you have to design the software with the hardware's strengths and weaknesses in mind. It's damn hard to make something that runs fast on multiple architectures that are very different.
Being a smaller company, specializing probably makes sense for Sucker Punch. That's nice for PS3 owners. (Not so nice when a company like Valve decides to specialize in 360/PC-style hardware, but them's the breaks. I have a PC anyway...)
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