Plus they have a contract with AT&T, and if I were AT&T I'd be very pissed if Apple wasn't doing anything about it.
Well, there's hacked and there's unlocked and they are not the same thing. AT&T may be annoyed over unlocking but Apple didn't say anything about the new firmware re-locking unlocked phones. It may or it may not, but that's not what I read in the message they sent.
Hacking - at least what most people call hacking - is installing other non-Apple apps on the phone. The Navizon GPS app is one well-known app. There are plenty of others - instant messaging apps, and others. There's a flashlight app (turns the LCD white to use as a flashlight), there's iSaber (which uses the accelerometer and the speaker to make lightsaber like sounds when you move the iphone around). There's iBeer (
http://www.youtube.com/watch?v=A3MfQIswl3k ) which pretends to fill the iPhone up with beer.. the list goes on.
Basically Apple is saying that messing with your phone may or may not make it unstable with new firmware releases - which is presumably why they didn't release an SDK in the first place. Rather than try and test their new firmware with a bunch of random apps that they don't control, they essentially said that whatever happens is not their fault and so don't come crying when the new firmware may or may not work well with the jailbroken phones with apps installed.
But I know plenty of people (easily a dozen - the iPhone is popular where I work), who are legitimately on AT&T and pay the correct plan and are otherwise playing by the book, but they have all these instant messaging and GPS apps... we'll see.