Monster Hunter already wasn't exclusive - assuming you're talking about MH3, that first released on the Wii (and MH1/2 released on the PS2, IIRC) before coming to the PSP (and now MH3 is coming to the PS3). And, given what this thread is about, it's entirely possible that most of the PSP's high-profile exclusives will become less so. That is actually NOT a bad thing for the PSP (or the NGP for that matter) if it makes it look like a safe place to develop games.
Look at it this way: the PC/PS3/360 ecosystem has generally defined this generation of games because the vast majority of third party titles have been released on either two of those platforms or all three of them, and because it's fairly easy to target all three in development. Sony's trying to artificially create a similarly 'safe' ecosystem between the PSP and PS3 (and, soon enough, the PSP2 and PS3, most likely) while also giving themselves a chance to leverage the PSP's back catalog for additional sales (much as they're doing with the PS2's back catalog). The PSP's lifetime (in terms of software releases, if not in terms of Japanese sales) is nearly at an end, and it's not a bad time for Sony to start making use of its library to get some additional bucks out of consumers.