During the partnership when Nintendo turned Sony down, Sony went searching for a better alternative. They didn't go back badgering them for that partnership. When Microsoft turned Sony down, Sony moved on and is likely preparing for something better that doesn't share the risk in handing their marketing position over to their thirty competition.
Yeah, they won't do cross-play with Microsoft, f*** them, just ... Windows PC. s***, if Microsoft makes a deal with the company that makes Windows, Sony's grand strategy is f***ed.