There's a whole Sony middleware layer that starts up and runs at boot that authenticates with their servers, long before it gets to the stuff you see on the display. This software layer is based on the same software they run in their TVs - on those devices, it presents itself as the "cross bar" interface, very similar to what you see on the PS3.
This software authenticates with their backend systems, and downloads an XML manifest that lists everything the device should be doing - versions of all of the media modules, update information, even the Control Panel and themes.
What this update did is effectively bypass all that, and just use the software already on the device, and it would no longer reach out to the Sony systems on boot.
So, in reality, it's not that the servers are being disconnected from the devices, but rather the devices being disconnected from the servers.
It actually makes some sense, because they don't know how long they need to keep the servers around to deliver this update. I suspect there's some date where they will be turned off and anyone that turns on their device after then will get nothing, will Google about it, and end up here. I think they're probably the lucky ones at this point
I am not privy to the nature of the business relationship between Sony and the provider of the weather information.