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I can't speak for every developer (and I'm not one myself), but you have to imagine that if it were up to them, they'd cram every single pie in the sky feature they could into their titles to create the perfect and ultimate game. There'd be no limits on budgets or development time constraints, and they'd have as many folks as possible working around the clock, hands-on-deck to bring it to life. But the reality is, that's not the case.
Adding online cooperative play to a game isn't as simple as flipping a switch. Jane Q Developer doesn't just open up Notepad on Windows to edit some game code, write "Mitch can now play online cooperative with his pals," hit save, and then submit the game for certification. Like everything else that goes into a title, it requires resources, including time, money, staff, and extensive testing. I won't speak for Hamish Millar or the rest of the DeathSpank team, but it's incredibly likely that either cooperative gameplay was a late design addition (given how it's implemented, it seems likely) or (this is probably more likely) they weren't willing to sacrifice something else to get online co-op in there. His response seems more like a stock PR answer than any actual real development or design reason for not including it.
I think as we see the popularity of digital download games continue to rise, so will the budgets, care, and time put into them. With that, I'd expect to see some of them getting longer, more polished, and yes, supporting online co-op."
Unfortunately, that means these folks also can't experience things like couch co-op. That sucks, and I totally get that. Sometimes it's hard for me to sympathize, because I'm in a fortunate situation where my wife actually loves to game -- when I was reviewing Guardian of Light, she was the Lara to my Totec. It was a blast. So that sucks that some folks may have missed out on that.
I don't have the numbers, but also keep in mind that the number of folks who play these games online might be so few in numbers that it just doesn't make monetary sense to devote resources to it. I don't have anything to back this up here, I'm just rambling in comments, but just because a gazillion folks hop on Halo 3 and Modern Warfare 2 every day, that's not particularly indicative of how many of them will be utilizing online functionality in a $15 downloadable game. Just a thought there. "