Yeah, they have definitely lost a good many. I know MS poached some Naughty Dog, Insomniac, and Sony Santa Monica people for The Initiative, I think the Playground RPG studio that is doing Fable also poached some Sony people, from Insomniac and Guerilla Games as I recall.
These departures from Sony Japan kind of spell doom for Japan Studio's Project Siren team, both the director and lead designer on Gravity Rush leaving. Just leaves their Asobi team to make original games I guess, rest of the studio will stay on support I assume, like Demon's Souls, which they co-developed with Bluepoint.
Lost is a strange term to use in the context of game developers. I think you need to understand that the games industry is essentially a series of multi year jobs. Staff move between these projects to further their career. Some studios maintain a core staff and hire on additional (anywhere from 10's to 100's) as needed, who then generally leave after the project or their input on it, is complete.
"A career in the games industry, for most, will involve applying for jobs at several studios over the course of many years. A recent survey found that on average, employees in the games industry have had 2.2 employers in the last five years."
Taken from an interview with a developer at Creative Assembly who has switched developers 5 times already.
Naughty Dog developers get a mention often because of the prestige of the studio. 'Former Naughty Dog developer has joined etc.' some people really need to listen to interviews with ND staff though. The studio has, for the past two decades, burned through staff like an assembly line. Uncharted 1 essentially gutted the entire studio- Yet they keep releasing some of the highest quality content in the industry.
For various reasons I find that fascinating. Like an established studio seems to act like Theseus' ship, so long as not too many leave at once, you can essentially strip the entire studio over time and the culture and standards can still be maintained. Where as a new or rapidly expanding studio, that doesn't have the history or culture, seems to face an uphill battle to establish itself.