PlayStation had a habit of cozying up with Epic until a few years ago, where they now release to Steam (and I believe Epic simultaneously but don’t take my word there). Horizon Zero Dawn, Days Gone and Uncharted are on GOG, too.
Edit: Actually I was probably thinking of Tetris Effect. There was a phase where some third-party PlayStation exclusives were being handed to Epic until 2020.
I'm not sure why you're saying this none of Sonys games have been epic only. They all released on steam at the same time. Are you thinking of square-enix.