Recently, the domain Microsoft-Sony.com was purchased out of the blue, and Microsoft has announced their intentions with the domain. It was a defensive move. So no, there aren’t going to be any collaborations between Sony and Microsoft for the time being.
Microsoft had purchased the domain along with Sony-Microsoft.com, and Frank Shaw confirmed that this was done so that no third party could grab the domains and misuse them. Sony’s opinion on this move is currently unknown.
Cybersquatting and grabbing up domain names before the “rightful” owner can is a major cancer of the internet, and it was a smart move for Microsoft to move first and grab these two. At least if they do decide to team up (yeah right) they’ll have the domains well and ready.