It likely wasn't even thought about.

Sony pictures and Sony Computer Entertainment have a weird rivalous relationship. I have a friend who worked on the earlier star wars MMO which was months away from being released by EA or some other game publisher before someone very high up pointed out that SCE also publishes games, why give EA the money?

Sony is designed as a bunch of internally competing fiats and often several groups will work on the same thing competing with each other. The idea is that the best idea will win out. It works some times and other times it leads to them being very disorganized.

They know the whole company's security sucks and they didn't even have enough time to audit it. They probably feared that if they had announced the Interview for PSN, hackers would've taken it down or something. That's the only explanation I can come up with. Otherwise it would be a really odd decision.