Transferring video over Wifi is a slow process. (depending on your wireless standard) Most free/premium wifi spots use B and G wifi networks. And thats what most people use for their home wireless network. Only a minority use A or N which would be the most ideal for video transfer. Trying to download podcasts via 3G is certainly out of the question. (the battery would be dead before the podcast was finished downloading!)
I'm pretty sure Apple doesn't allow any podcast syncing/downloading over 3G because it would kill AT&Ts 3G network. And trying to do this via wifi would be a slow process. Once there is a better wireless standard, then this feature would most likely be implemented. (maybe iPhone 3rd or 4th generation)