If anyone's interested, they do exist, and can be found here (http://www.jp.sonystyle.com/Qnavi/Detail/VMC-DP10CV.html).
Can people outside Japan order from there, however?
If anybody wants to make their own cable, you can buy the D-Terminal plugs from Digikey, and the pinout is on GameSX.
I wonder how the picture quality of that compares to using a DVI connector (if the DVD player and receiving TV/monitor both have them) or a VGA connector (for connecting equipped DVD players to a CRT or LCD monitor). I noticed that Daewoo has a VGA-out DVD player available, and I've been intersted to see what the picture quality is like. I've heard that DVI is outstanding when it's available, so I'm curious if VGA is just as good.