I think everyone is jumping the gun a little bit here. We know the FR book will have the Swordmage... why wouldn't the Eberron book have a Psion class in it?
A few reasons.
1) WotC would sell more books if they put Psionics in a non-setting-specific book. Those that want Psionics will buy that book, those that want Eberron will buy those books, and those that want both will buy both. It would be harder, imho, to make Psionics fans swallow buying an Eberron book just to get their mind-fu.
2) The setting book is going to have classes and races that are unique to that setting. You say to someone "psionics", they don't think of Eberron first; you say "Artificer", they do. The same with the Warforged. Psionics, while given a place in Eberron, are not a unique entity of it. If
Any setting would have psionic classes dropped in the book, it'd be Dark Sun, where Psionics are the default (because Magic is kinda out of player hands).
3) Psionics is going to require, or at least it's going to have, three to four classes. Why do I say this? The Soulknife was
real popular (and the Lurk was nicely constructed), so I expect to see it again. The Psion (or some version) is a necessity, and they've said as much that they're coming back. And I expect to see some sort of psionic defender. We might get some weird Telepathy-Society Mind leader. So that's 3-4 classes. Each class gets 15 pages (as per the PHB spread). That's 45-60 pages, just of psionic classes. For just an
aspect of Eberron. It doesn't fly.