You actually just hit the nail on the head as to why Nokia doesn't support 4GB as of yet (IMHO). First off, because the original filesystem support wasn't there (the whole FAT16/FAT32 argument that's been run through already), but secondly I think it's because they have to worry so much about 3rd parties, since they don't control the miniSD spec.
Even though there are 3rd party cards for MS Duo's and whatnot, SE owns the spec, therefore controls it -- so it's not too hard for them to support, since they can just tell the 3rd parties that they have to meet x requirements or they won't be able to call it an MS Pro Duo or whatever.
Basically, you control the format, it makes it easier for you to move quickly on higher capacities...
-olly