Its pointless for Australia to go ahead and build our own, Coulson and other groups in America have spent years developing the technology and much of it is patented and its not a simple as fixing a tank to the aircraft, I had the chance to have a chat to one of the engineers on the RJ85 tanker at the Avalon airshow a few years back, said it look 6 years from design to first flight and that some of the original design engineers of the RJ85 came out of retirement to work on and assist in the conversion.
My knowledge of the 737 in NSW is that the NSW government put money into the development of it and thus has control over it, meaning they get first say on when it comes to Australia unlike the others which come over once they are released by Calfire.
Plus don't forget for every skycrane and large air tanker there are dozens of Australian owned aircraft in the firefighting fleet. For example Victoria has a fleet of 49 Aircraft this year, 6 of which are from overseas.