"devkit" in this context means a development version of a Sony gaming console, like the PlayStation. They are different from a regular retail model in that they can run unsigned code so you can develop games for them. The reason why they are sensitive is that you could use a devkit to learn how the console works internally and potentially find some exploits that could be used in the retail models. Any company using them has to sign a very restrictive NDA that basically requires the kits to be locked up, you can't talk about their development environment or precise technical details. Sony would never sell you a devkit until you pass their security assesment, and you are only allowed to have them on the condition that they are returned to Sony when no longer needed.
Obviously, the severity of the problem depends on what gets auctioned. PS4 kits? Probably not much, pretty much everything about the console and its capabilities has been leaked a long time ago. But if some PS5 devkits were to go missing right now it would be a huge deal as the console isn't even out yet.