I wouldn't say it's a problem with their internets, but rather their network settings.
I'm no expert but from my understanding:
NAT helps ensure security for your network, the stricter it is generally the more secure your network is but also increases connection issues to players. This effects all players that're trying to connect, and not only your NAT but theirs is taken into consideration when attempting to play with each other.
Taken from Playstation forums: http://community.us.playstation.com/t5/PlayStation-General/NAT-Type-2-Tutorial/td-p/27538324
Having a closed or limited NAT on your gaming console will cause a variety of issues. The PS3 offers Type 3, Type 2 and Type 1 NAT results. These break down as follows:
Type 1 - Connected directly to the internet (no router/firewall). Should have no issues.
Type 2 - Connected through a router properly. Should have no issues.
Type 3 - Connected through a router without open ports or DMZ setup for PS3. Everything should function properly, but you may have connection, voice chat or other issues.
While most everything will function properly regardless of what your NAT setting is, your best bet is to set up your PS3 so that you can obtain a Type 1 or Type 2 NAT. Since most of us have routers at home for connecting multiple computers or devices to the internet, chances are the best we will get will be Type 2. Thankfully that's fine and everything will work properly.
