Remember.... HBO has to give the cable companies a cut of their subscription fees. Get rid of the third wheel, and you keep that money in-house. Support and such would be minimal in terms of costs.
Also consider that Comcast keeps dropping HD feeds of HBO and other premium networks, claiming that they're a waste of money. I think it's safe to say the relationship may not be that strong anymore. Comcast certainly doesn't seem committed to their premium networks.