Microsoft has a contract and I assume they pay them good, Sony probably wouldn't (and rightfully so, it's only a month) and probably couldn't even if they wanted to, as Microsoft already has the contract.
You know, Sony once had a contract for the Ps2 GTA games, so that for a few years (I think) they couldn't be released on Xbox or PC
But yeah, PSN is free so we wait a month, either that or you pay $40 (?) a year, game for free or get DLC a month early, your choice
And btw, Sony has more first-party exclusives than Xbox, in fact I think this year the Wii had more than the Xbox