Only when I don't have the system in question the exclusive is part of a franchise that has never been released on the system in question, but has been on a rival company's system. I have the same problem with 358/2 Days being a DS exclusive and feel sorry for the PSP owners who won't get a chance to play it. But as far as I can tell, Birth by Sleep is shaping up to be rather superior to Days, so I don't feel as sorry for PSP users.
I'm really hoping that this will get the PS2 port treatment like Jak and Daxter: The Lost Frontier did.
...so, uh, how about that other trailer I linked to? The one with Rayman in it, but no Rabbids?