SH Zero is indeed making it into PS2.
However, it doesn't mean it totally failed financially that's why it's being ported. For all I know it could be a Climax plan, not Konami.

Anyway, for the PSP, it's almost the first time it tied sales with the DS in Japan as of now. My logic says everybody there already have a DS, compared to the average PSP owners there, so it's a valid explanation.