If loading an alternate OS is a EULA violation, they might brick users machines or at least stop them from using Sony services.
It's somewhat similar to the situation XBMC was in back when the X still stood for Xbox -- the code itself is OK by the DMCA, but compiling it required use of unauthorized dev tools (if the user didn't have a license from MS, which they likely did not), distributing the binaries was a violation of the DMCA (due to statically linked, non-free MS libraries), and installation of said binaries was also a DMCA violation (as it required the user to circumvent the DRM on the console).
See, https://github.com/kR105/PS4-playground/blob/gh-pages/js/exp... for example.
Signed - not a US citizen!
That said, similar garbage laws exist in many countries: https://en.wikipedia.org/wiki/Anti-circumvention
See https://en.wikipedia.org/wiki/Sony_Computer_Entertainment_Am...
Anyway, it's easy for such monster to intimidate an individual with little resources for legal battles. It doesn't mean that what they (Sony) do themselves is legal in any way.
Remember 09 F9?