@REP
You would not only have the cost of the hard drive and its mounting and cabling, but there would be additional costs for the extra code and memory space needed in the TV and its control to save and recall the information stored on the hard drive.
And if the hard drive is damaged in transit? MAYBE once Sold State Drives are comparable in cost per GB as platter drives, but that's a number of years down the road still. Even then, I don't think they're that interested in that market. It costs a lot to get into it, and the returns are poor. At least if you're an outside third party and not the TV service provider themselves.
Your cable(or sat) company is more than happy to provide you their preferred (and probably only) offering for DVR services. It gives them scale, and as they control the encoding for your services, they're very unlikely to intentionally break their own stuff. But if you're not the cable company, you're completely at their mercy, and the industry in the US is decidedly non-standardized when it comes to encryption/decryption, copy protection schemes, or simply content provision.
It's a MESS, and manufacturers by and large don't want to deal with it. Get a third-party box from your content provider, plug it in, and use that. Leave the TV maker out of the rest of it.