Maybe it’s that you can still download stuff on the PSP store, but you have to buy it from somewhere else like the PS3 or Vita stores. I’ll have to check and get back.

Yeah, I had a lot of PSP games saved on my PS3. That sucked when they got rid of transfers. If I remember right, it blocked save transfers for PS1 games too, which was a huge bonus from back in the day. Play on the road, then continue your game on the PS3.