The key is "investment "If it's making money SONY will surely investing weather a gaming or service data and etc. The future model already in the course of software and Internet Service. Even if they are only making the cloud system for gaming only they will make it. And don't forget SONY isn't just making games and consoles, SONY has Music, Movie , Money Insurance , and a long with Health care business. Building a cloud system has been in their goal and their mind set business and will surely inline with their goal. PlayStation is not just a consoles, they are making a brand , a brand that sells big.
Although Azzure are big and SONY might not able to create the same thing, It doesn't mean SONY cannot compete directly. SONY is still big in electronic Industries and their assets is getting bigger and closer to Microsoft. I am sure they have a though on that already. The question is how and when will they announce it. But i am pretty sure we will get to the point that cloud service , streaming and data sharing become mainstream.
Of couese investing can be a smart idea, but only if it suits there buisness model. Gaming wouldnt be enough to sustain the giant investment of a Azure competitor. Maybe Sony can utilize there Cloud network for there other buisnesses too, but would it really make a difference to what they use now? I mean $30b on a Cloud network is half of Sonys Market cap.. if it fails than they will be screwed. Its probably easier to just rent a Cloud network out or slowly build upon Gaikai but that will take time.
Im sure Sony have other things they would want to spend $30b on. Will wait and see. Maybe they might invest.