Dish's HD receivers (that is, with ATSC tuners built-in) do receive PSIP data. However, for the most part, that data goes unused. I beleive the PSIP data is used for channel labels, but guide data is not built from the PSIP bitstream, which is fairly evident to anyone with an 811, 622, etc.
Dish has stated that they prefer not to have to support PSIP data when all originators of PSIP streams may not be in compliance with the standardized (read: reliable) format.
Granted, this was a moot point for many subscribers a week or more ago, as Dish apparently added guide data for many markets digital subchannels (those not provided as LiL by Dish). This was a welcome development, as it eliminated the need for timer-based recording on these subchannels, in favor of NBR. Since then, however, the data has dissapeared from many markets as quietly as it began appearing.