Yes, you read that right, the only way to get access to the full library of PSP games on your PSPGo is to hack it.
You see Sony. Even though you will not allow for things to happen, these things might actually happen! Same applies to the "OtherOS" feature on your PS3!
On the other hand, Sony might not be too worried about the ole PSP if they are indeed working on a PlayStation Phone for release in the near future, which is very likely.
It better work flawlessly, because that will promise a enormous amount of purchase orders. "The phone you can play all your old and new to come games on! Get it now, play your games and purchase new games only if you want to!". Sell it with a profit and Sony will make billions once more.