They refused with FFXI, FFXIV, Borderlands 2, Steam when Valve were trying to get Portal 2 cross platform multiplayer/voice etc. Sony accepted by the way.
Of course now lagging behind online with Xbox and Windows Store they are shamelessly doing a reversal...
Here's a classic quote from back in the day, the same kind of thing they're chiding others for saying currently, via Kotaku:
"Here's a Microsoft spokesperson saying "no," while promoting how awesome the Xbox 360's online service is: "Xbox Live delivers the best entertainment experience unmatched by anyone else, with 35 million actively engaged members. We have a high level of expectation for our game developers to ensure that all Live experiences remain top notch. Because we can't guarantee this level of quality, or control the player experience on other consoles or gaming networks, we currently do not open our network to games that allow this cross-over capability.""