The US would also lose out if PR went independent. Puerto Rico is very attractive for big companies (pharmaceuticals, beverage companies like Pepsi, etc) because of the much lower tax rates coupled with the natural resources of the island plus (and perhaps most importantly) the protection of US Federal Law. Independence would threaten those perks.
Cougar, you're right to point out that there is a very proud tradition of puerto rican nationalism on the island that is separate from the US, but that would be no different than the kind of pride Texans feel (except that Texans can't compete separately from the US in the Olympics and other world competitions).
It would be very foolish for Puerto Rico to go independent. I think the push behind statehood comes from the desire on behalf of the US to cement the ties it has w/ the island, as well as to ensure continued US gov't support for the island.