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Thatgamecompany was under contract with Sony to produce three titles, of which Journey was the last. One can only assume that they had already been paid according to the terms of the contract. Perhaps there weren't any provisions for royalties.

Look at all the musicians that have wound up actually owing companies like Sony money despite having a platinum album.

I can easily believe it.

As the article said, development ran long. Sony completely funded 33 months of a 10+ person team to make Journey. At $10-20 a copy, it would take a lot to break even.