Why stick with Sony? Because development is made easier given they're constantly exchanging information with other Sony first party affiliates, they're given much creative liberty even though Sony does own their IPs, moreso than you'd get from any third party publisher, and they receive better marketing than they would from any third party publisher.
Would Resistance: Fall of Man have sold near as well as it did had it not been positioned as *the* ps3 title to get at launch? No. It would've sold closer to Call of Duty 3, a game of similar caliber that sold less than Resistance on ps3/360 combined.
Just the fact that they have the means to produce their own engines, unlike 90% of third party studios that either license engines (UE3.0) or use engines dedicated to a larger development house (Capcom's MT Framework), shows that they are in a rather comfy position.
And lol @ Media Molecule going multiplatform. LittleBigPlanet simply would not work as a multiplatform title.