Geez. This sounds really lame. The only issue I've had in the little time I've played is that it didn't give me access to some of the DLC I had. I wonder if that was just an issue on everybody's end because I think they published that costume pack again this week, fixed. This almost reminds me of when a couple pieces of free Senran Kagura SV DLC were released and stopped the game from booting because of a slip-up on Sony's end.
This, along with corrupted saves and that PC version not launching with online play make me wonder what's going on over there.
If you haven't played Spelunky, the Vita version is good as heck. If you like grindy JRPGs, I had a lot of fun playing a bit of Disgaea 3 on the Vita, too. Disgaea 4 came out on Vita not long ago and there's a demo available on the PSN Store, I think.