A DNS based GSLB system makes a lot of sense when you don't control (or trust) the client and you need to make smaller transfers where latency is more important than throughput -- i.e. web pages being loaded by any random web browser.
It's definitely not an ideal method when throughput is more important than latency, as in the case of 40GB game downloads (or streaming video, for that matter).
Sony could easily implement an alternate system where DNS based GSLB is used to first locate a nearish node that then issues a redirect to an actually nearby node after doing some basic lookups (to resolve the "I am not where my DNS resolver is" problem).
Sony could also implement additional logic on the client (since they control the client after all), where it obtains a list of possible sources and runs races against them before deciding. Some server control is still desirable, in the event of a business reason to prefer a less optimal path or an overloaded source. But again, since you control the client, you can have it respond to your "chill out" packets and move to its next nearest target.
That Sony doesn't appear to do any of this probably speaks more to a lack of expertise than anything else. They run a pretty decent online service with PSN, but I get the sense that they aren't really hiring people with a ton of Internet content distribution experience.