It would be awesome to be able to play Sony first-party on PC. There are some pretty big concerns that along with that, however.
1) The state of the console industry without Playstation? Original Xbox One with Kinect versus the Wii U.
You see the problem, right? One really isn't interested in gaming to begin with and the other is only interested in themselves.
2) Sony is a hardware company first and foremost. I think they'd have the hardest time of the Big Three making that transition, as they're not really set up to make money with first-party content. They take a lot of risks and develop a lot of games with low returns for the sake of increasing their consumer base. The whole philosophy is centered around that. They'd probably only go that route if they could really get an alternative content deliver service running smoothly. They're working on that, certainly, but they're nowhere near ready to make that kind of jump.