If I buy a CD or a cassette or a record, I own the physical media but I only have a licence to the music it contains - not the ownership, and not the copyright. Whether I can play that music as a DJ at an event or on the radio, or remix it as a backing track for another song I'm creating and so on, depends on licencing laws and royalty payments. That was true well before the internet, and it's why Wham! get a huge boost in royalties every December whenever a radio station plays Last Christmas.
A separate question is whether Sony can _revoke_ a licence and delete the game off your device again.