Ask me this,
How can Sony stop the DS4 from being connected to the PS3 and the PS4 at the same time when,
A) The PS3 doesn't know what a DS4 is, it sees a generic USB controller
B) The DS4\PS4 connection is the only wireless connection the DS4 supports
C) The PS3 never syncs to the DS4, since it doesn't know what a DS4 is.
The only way for Sony to prevent the controller from being working on both consoles at once is for Sony to prevent it from connecting to the PS3 and PC and the only reason it does that in the first place is due to the way USB works.
If something is officially supported, that means the company has taken steps to ensure it works. Sony has never, and currently doesn't plan to, take the steps required to make the DS4 work as a Dual Shock controller on the PS3 (trust me, I wish they would, I despise the DS3 and everything that it stands for).
Sony should give the refund, that I agree with, but they're not obligated to.