One of the more frustrating aspects of the PSP was (and continues to be) the unfortunately fractured policy on downloadable games. Not every game was available on PlayStation Network--notably, many Square Enix releases.
"It's up to individual third parties to decide if and when to publish their UMD releases on PSN. Most, if not all, are on board, as this is a revenue opportunity for them," said Sony Computer Entertainment America director of network operations Eric Lempel at the time.
I've asked Sony to confirm whether this really means all Vita games, which would include everything from third-parties. That's a crucial difference. I hear people really like those Final Fantasy games. Right now, I haven't heard back.
For now, it's probably safe to assume it really does mean every Vita game. If that changes, I'll let you know.