PS3 does support chapters, just put DVD disc to a player. But if you talk about PS3MediaServer -> dlna protocol -> PS3 streaming, then its an another issue. DLNA protocol has limitations, it's a single file streaming. There is no a concept of chapters in dlna protocol. We have available what dlna engineers put together PS3 must feel the pain just like any other dlna client device.
DLNA=Digital Living Network Alliance, a consumer electronics industry standard put together by many companies.