Sony started production first, so they had more time to pump out consoles before Microsoft did.
Is it really surprising Sony has the higher demand right now? Their system is $100 less, that alone insured Sony victory at launch. It's just a matter of if Microsoft can drive users to be willing to spend $100 for their system by offering a better line up. Microsoft is doing a good job at that so far, considering the gap is only 1 million so far. Launching a week later, in 40+ less countries, and being $100 more expensive, 3 million sales is impressive.
Also, do people really think EA is regretting their decision? I'm sure EA will be crying from losing 1,000,000 sales for TitanFall, which will already sell millions anyways, and Microsoft probably paid them more than they would have earned by being on PS4. Being honest as well, TitanFall only has the hype it has now because of Microsoft's advertising. Game would have probably sold worse without Microsoft positioning it as the "Reason to buy an Xbox One"..
Sony may have started production earlier, but they still produced less and still hit demand sooner, so your point is accurate but largely irrelevant.
While being a hundred dollars cheaper certainly helps some, the hundred dollar difference in price likely isn't a deal breaker for the bulk of early adopters out there. Basically, yes being cheaper helped, but it didn't help by 1.2 million units or more.
Also, the difference in price was probably offset somewhat by Microsofts advertising campaign. Sony's campaign was better, at least in my opinion, but the X-box brand was being promoted by everyone and everything for awhile there.
I think a bigger difference here, is the overall vision each company has for their product, and how those visions are sold. Sony seemed to have a more clear conception what it wanted to be, and beat that particular drum loud and clearly right up until launch.
Microsoft on the other hand, couldn't seem to decide how they wanted to market their device. They didn't want to run it as a pure gaming device, didn't want to promote it as a purely media center type device, nor did they really try to push it as a social media device. Instead they dithered, diluted their message by trying to sell it as all three at once, and tried to sell it on its brand name and marketing power.
Basically, "Hey, guns, cars, zombies! You can have it all and watch TV too! just get down to local McDonalds and order a mountain dew, for your chance to win our new X Box One television media device!"
That, could have worked, had they focused in more. Instead we had an undisciplined advertising campaign that did nothing to offset the early bad press.
This is why Sony is doing better. It's not because Sony had an early start, or released in most countries. Sony sold itself better than Microsoft did, end of story.