I don't know if Sony every actually said anything official, but I remember that being part of the reason why the 'Other OS' feature was removed from the PS3 - Places/People were buying them up and running Linux on them because they were such a good deal for the hardware.
I wouldn't want to bet money on my predictions, but I would say that if someone does build a platform like the PS4 that's open and can run Steam, it would cost a lot more for the consumer then the PS4 since it would probably be priced closer to the actual value of the hardware - And that would put off a lot of potential customers.
That said, there's an obvious chicken-and-egg problem in getting people to buy the system, and getting developers to develop for it, but having a cheaper system is definitely an advantage (Obviously, already being well-known to both developers and consumers is probably even more important). Regardless, if they had set the price of the PS4 at $1,000, it probably wouldn't be doing so hot right now.