I agree, it sucks, but it's not surprising -- previous `metallic' gameboy stuff had exactly the same problem (e.g., the silver `Gameboy Light'), and I'd already decided to get black for precisely this reason.
I also examined GBA SP display models in Akihabara, which got quite a lot of handling even in the few days since the release, and both the silver and `metallic blue' models showed obvious signs of wear, whereas the black didn't seem to.
Even anodized aluminum can scratch in normal usage, though it's harder than paint (I've got some anodized aluminum electronics stuff that's scratched up). I think if you want real durability, you've gotta go with titanium or something, and that'd certainly do a number on the price ... but man, would it look cool; I'd definitely drop $300 on a titanium GBA SP!
[The metallic blue, BTW, is very nice, a lot better than the matte blue of the GC/GBA, if you can deal with the wear problem]