That's like saying Capcom doesn't want money.
Its not at all
On the contrary, this is the only way they could get a big SF game in the near future.
You must take different factors in mind:
- Capcom isn't doing well financially
- Japanese market/development moving towards mobile
- Fighting games are a niche genre
- Fighting games are very expensive (some people even claim that $150k per character is a bargain)
- Last few SF games weren't received well critically nor commercially.
Taking everything into consideration, put yourself in Capcom's shoes. Would you have sought Sony's help?