Sony has the PSVR, it's along with the Switch the most innovative thing in console gaming last decade, but Switch is just hardware while PSVR is both hardware and new software experiences.
However I think PSVR still far too expensive to be a mass market product, plus their games needs to be designed exclusively for it, making very hard to create AAA games for such niche market, that's why I can't see VR gaming gaining much traction. Innovation per se isn't exactly something to be celebrated if don't make it accessible, at least in entertainment industry
I can't say much to VR gaming, not having tried it myself. As far as I understand, that also wasn't the point of the OP. It is quite possible, that Sony puts more innovation in the VR space. As far as I read, people saw a lot of innovation in Half-life Alyx using thee tech in interesting ways. So yeah, my post isn't including VR as I cannot sayy anything about it and it is possible that this is indeed a place for more creativity.