Oh, they do (I know, I worked on software for Sony). But there are two major problems:
* There is no such thing as "Sony". It's just a marketing name. In reality it is a loosely-coupled group of companies, each of which has internal fiefdoms. There isn't much cooperation, efforts are often duplicated and groups compete with each other. So, for example, the particular business unit that created the E-reader device probably has little incentive to work with anyone else in the company: it is likely the software was developed internally by that particular group. While there are groups within Sony that are capable of producing excellent top-notch software, not all of them are that good.
* There is a whole culture of being proprietary and locking customers in. Just read the other comments in this thread to see examples of how Sony takes this to an extreme. And before someone compares this to Apple: Apple doesn't lock your data in, while Sony has often done so (an example: a sony dictation recorder that requires a Windows application to read the data and export it from a proprietary format into something readable). So even if they contract the software out, I'd expect a specification of a fairly tight system.