Because the consumer is willing to pay it. I think Sony played it smart with their Plus service. If they went and made online play a premium feature there would have been uproar with their established playerbase
That is a just a comparison of core features. XBL also boasts LastFM, Twitter, facebook and zune. PSN has it's own music app with access to artists on a Sony label, lovefilm and another film app that I forget the name of. The ps3 also has a shoddy browser.
I don't mind paying £40 a year to play online really but I do believe rrp could be lowered for a years sub.
PSN has facebook integration as well. I wouldn't say it 'boasts' Last FM support either. You have to pay for a Last FM account on top of a gold membership to allow internet radio streaming unless you live in the UK, Germany or US