Those sums are more than waived operating licenses. You'd be surprised how good a relationship Sony has with Microsoft. Here in the UK, MS and Sony regularly co-advertise Vaio Windows laptops and stuff.
To be fair to MS, if it works, then $2.6B will definitely have been worth it. MS can't overtake android though, when manufacturers have to pay $0 to go on android. Also buy making a Win8 phone you don't have to pay patent taxes to Microsoft :)
PS, PS2, Gameboy Advance, PS3, PSP, PS4, Xbox One