There have been rumors that Sony Music/Pictures has "oh no, piracy!" veto power over the rest of Sony, though. Either that or every division of Sony happens to be really DRM-happy.
Sony Music's meddling is the reason Sony failed to make a successful Mp3 player, all the more remarkable because Sony created the individual portable music market and dominated it with the Walkman.
Not only that, but they're responsible for the Minidisc's failure. That could have been a really nice format, but they had to slap a bunch of restrictions on it.
Not only the DRM restrictions, but that they limited manufacturing licenses to other companies. MinkDiscs are the perfect size and a little more durable (scratch resistent) imo. It's a shame CD's won out.
I'm pretty sure Sony Computer Entertainment has some pressure from other game publishers to have DRM on the PlayStation Store.