they sold the PS2 with linux in the UK to get around some kind of tax duty that the UK government put on consoles, which were classed as electronic entertainment instead of computers. Adding a programable language made it fit in the class of computing and saved Sony a lot of money.
Probably the same reason why Sony did the Net Yaroze for the original PSX, even tho the Net Yaroze was about 3 times as much to buy it. I wasn't about to spend $750 for something that I could find a cheaper solution for other consoles at the time. Even if the PS2 Linux was available here in the US, it probably wouldn't be even better priced than the Yaroze, I doubt it, anyway.