It also has to do with the preceived market. Here in the US, the concealed carry folks tend to be the hot market for pistols. The P239 is the single stack 9mm in that area for Sig. The P239 has the absolute advantage of being made here in the USA, and as a result actually costs Sig far less to make and sell here than the larger P225 is to make in Germany and import into the USA.
Any manufacturer does the same thing from time to time. The US market differs from the world market and you offer what is the most profitable in that market.
What Sig-230 said is true about them just shifting resources away from offering the P225 in the States. That saves money in not paying the cost of expanding for large contracts, and the subsequent downszing after that contract is over. That savings is substantial.
They are able to shift away from the US market when required because they have a factory here that makes pistols in the same "genre" as the ones they make in Europe. The P239 for small, the P229 for medium and the P226(I believe the stainlees upper one is made here) for large. When those large contracts are completed they shift some back into the US market.
There are plenty of NIB P225's around, so if you want one, get it now before the price goes up from people panicking. If you can't afford one right now, don't sweat it. You can just get one when they come back, or later from a third party. Whatever you do, don't panic buy ANY gun on the assumption that it's out-of-print and therefore worth more.
Ross