Gross Revenue could be around $50 Million a month (some people only buy monthly/ quarterly... but some people also buy annual subscriptions on sale); but they certainly are not pocketing all that.
You need to realize that every game they offer, and they offer 6 per month -- costs the company money. I have NO IDEA what kind of contracts Sony makes for PS+, but my assumption is that they outright cut them a check. Pulling numbers, from my rear -- I would guess that each indie costs sony at least $200K, and a AAA title is at least $2-5M.
Many of the AAA games offered are probably willing to sell for a few dollars per copy downloaded due to the expectation of DLC purchases (i'm looking at you Borderlands 2... I got you free but payed $30 for the season pass).
