I don't know what their infrastructure looks like, but this isn't about being able to provide "enough" servers in "most" locations. Azure for MS is an actual business, with X1 just being regular customers/users. Whatever investment(s) MS has to make can be spread over a larger, but more importantly a paying customer base. Features added for X1 can be used by other Azure customers and vice versa. Cost of scale also works to their advantage: They pay less, have more idle resources and are thus able to minimize their own cost (of running X1).
Developers on the other hand enjoy a rich/growing eco system, solution providers and proper SDKs. They can launch their own VMs using any OS and using any language all over the world. It literally takes less than 5 minutes to launch 100 instances in Amsterdam, Dublin, Singapore or Chicago.
And Sony has none of that. They would always be playing catch-up, they would have to invest hundreds of millions of dollars (or more), they would have no income (at least initially). So not saying it's impossible, but if I were Sony I'd seriously consider Amazon, assuming they deem this a high priority,