I'm pretty sure I've read that Blu-ray production is at present quite a bit more expensive than DVD. If that is indeed the case, it would explain why 2 Entertain have been releasing big-name stand-up, and slightly more broad-appeal shows like Mongrels and Psychoville on Blu-ray, but not titles like Stewart Lee's Comedy Vehicle.
As for Not Going Out (and The Green Green Grass), they're released by other distributors. Again, cost could be an issue for the smaller companies, and bigger ones like Universal Pictures (NGO) might have decided there's not enough of a market yet. Remember how long it took some shows to make it to DVD from VHS!
(I also get the impression that it's pretty much down to a show's producer to get it released on DVD - perhaps they're just not bothered about Blu-ray? These distributors seem to work with little basis in the real world, so any number of factors could come into play.)