Bethesda games have, simply put, not performed well on PS3. From Fallout 3 to Skyrim, PlayStation gamers have commonly experienced sluggish performance, especially as file sizes balloon up.
Fallout: New Vegas project coordinator Joshua E. Sawyer recently talked about the memory limitations on PS3, which may provide some insight to Skyrim's performance issues. The PS3 suffers when dealing with large file saves, an "engine-level issue" caused by PS3's restrictive memory.
"That can easily be a big problem, especially if you're on the PS3," Sawyer said on Formspring (via CVG). "The longer you play a character, the more bit differences on objects (characters, pencils on tables, containers, etc.) get saved off and carried around in memory. I think we've seen save games that are pushing 19 megs, which can be really crippling in some areas."
He went onto explain that "individual bits of data are tiny," but the thousands of them cover various data fields. "Over time, it adds up," he said.
Sawyer also says that the PS3's internal structure makes the problems more pronounced, due to the divided memory pool. He later explained that the Xbox 360 has 512 megs of RAM usable, while the PS3 has 256 for system, 256 for graphics. "It's the same total amount of memory, but not as flexible for a developer to make use of."
It's important to note that Sawyer works at Obsidian, and wasn't involved with The Elder Scrolls V: Skyrim, which uses a newer engine developed by Bethesda. The PS3 save file size was supposedly addressed in the latest patch, but is continuing to prove problematic. More fixes for the game are promised, as Bethesda continues to polish the game one month after release.