PCLinuxOS is produced by a very small team around Texstar who do not have the time to work around the problems caused by KMyMoney, other distros have greater resources. However, the benefit is that the whole PCLinuxOS experience is tighter, more together and less buggy.
I'm in much the same position, KMyMoney is now the only KDE3 program I care about. I am using skrooge at present, and I can see why people might not like it. It's not instinctive, the transaction input interface means I have to concentrate really hard. Fortunately both programs can import and export in a format the other can use, not ideal, but usable. I certainly plan to be switching back to KMM as soon as it can be used with KDE4.
KMM aside though, I think that PCLinuxOS will be a more stable distro for just having one set of KDE libraries.