Another aspect is that steel quarter panels are part of the vehicles structure just like the windshield is. So if the quarters were plastic, some additional hidden structure would have to be added to compensate - hence more weight.
Not sure how much of it is marketing - but I thought I heard a few years back that issues such as the cost of the injection molding systems and the folks to operate them - and to retool them every year - got to be more expensive than traditional steel-working methods and personnel.
Would also be interesting to see if the unions - or sub-contractors - hda anything to say about it.
And an all plastic body - would require a more complex frame - such as the Fiero http://www.fierofocus.com/articles/art-fiero-history.html - which looks basically liek a Fiero and is just as safe to operate with or withotu the body panels attached. (has anyone seen a pic of a Sky without the body panels?)