As JHBrandt said, SMB is the standard way to share files over a network in the Windows world (file and printer sharing). The *nix world uses NFS (Network File System) natively, but it can also use SMB with software known as Samba. These standards are freely available and easy to implement with no extra cost to the hardware vendor.
Remember that these devices are made in Asia, and DLNA is exclusive to the United States. Most of these companies do not bother supporting proprietary American standards, because they do not care about the asinine DRM rules so prevalent in the US. Not only would DLNA certification cost money and make the DVRs more expensive, but qualifying for that certification would require them to implement DRM in their products, which is something they probably can't do, as Linux is the basis for most of these DVRs.