In
The Doom Of Multiple Storage Engines, PeterZ lists a number of unique technological challenges that MySQL has to face precisely because it chooses Storage Engines and the way it implements them.
There is another, nontechnical challenge that needs solving by vendors that are producing commercial closed source storage engines for MySQL - my experience is with one specific vendor, but the situation is basically the same for each and every closed source SE:
Where I work, we are a MySQL support customer. Actually, we are a very satisfied MySQL support customer, because in our opinion the MySQL support just plain rocks and has more than once saved our corporate asses, or at least greatly improved our MySQL experience.
If we were to load a closed source storage engine into our MySQL binaries, we would make life a lot harder for MySQL support, and despite the fact that MySQL support is actually extremely cooperative when it comes to non-MySQL binaries, we would most likely end up with a support situation that is a lot less stellar than what we have now.
In the case I am thinking about, the vendor does not just produce a storage engine, but according to their architecture diagram, more or less a fork of MySQL including changes to the optimizer and other non-SE parts of MySQL. The version strings of their binaries I have seen have smaller numbers than current MySQL versions, in some cases much smaller numbers down to what MySQL considers Alpha or Beta versions of the 5.1 server.
If there was a problem with that binary and we were to take it to MySQL support, they would most likely laugh us out of the room, and rightly so. If we took it to the storage engine maker and the problem relates to something that is not related to their product, but to the MySQL proper, we are probably not really talking to the right company for a fix. Or we are looking at a lot of potential for corporate finger pointing.
The solution - for us at least - is really to beat down any effort of our internal customers that is related to researching closed source MySQL storage engines, unless they can show us a support agreement or support endorsement for this storage engine by MySQL/Sun/Oracle. Their product may be technologically sound and the solution to all of our performance problems - we will probably not be interested until there is such an agreement. We'd rather introduce another commercial database server (which is neither MySQL nor Oracle) than run such an unsupported configuration.
So the most important thing for any storage engine maker is to be either open source, or be part of a support alliance with MySQL/Sun/Oracle. Without either you do not exist.