For starters, you're comparing shipped numbers vs sold to consumers numbers. Second, despite launching both in 2017, Horizon numbers are as of Feb 2019 while Splatoon 2 numbers are as of end of June 2019. And God of War launched a complete year later, so....
Another ridiculous notion that i'm tired of hearing everywhere is that every Nintendo game is sold at 60$ for eternity and each Sony game ends at garbage bin price in just a few months. That's not true, period. Like Banaking has said earlier, Sony games can be very cheap with offers on PS Store because is absolute pure profit for Sony. Digital works very different than retail. And you can find cheap Splatoon 2, GOW and HZD in a stores everywhere if you like...
And for last....those PS4 games are still selling too. You're the kind of person when TLOU and Uncharted 4 sales news came could not believe those games sold that much, because how???, "Sony games have not legs!!", and that's because Sony doesn't care to update sales from their games as much as Nintendo, but because they don't do that it doesn't mean they are not selling well too.
Splatoon 2 must be around 8-8'5M sold to consumers which amazing on its own merit and it's going to surpass 10M, but Horizon Zero Dawn can be perfectly around 12M right now, and GOW should be close to that too. Those games keep selling, like Spider-Man and will probably end with more than 15M each. And i'm not entering in the theory that Sony games have way more competion on PS4 than Nintendo games on Switch because i know some people here don't want to accept that at all, but in my opinion it's something really to take into account.