Okay so if I understand this correctly they want Sony to compensate (Dutch) customers because Sony no longer sells digital download codes/game keys to third-parties? If they started doing that, would they still have a case?

For example, Nintendo does sell digital download codes, so this line of thinking doesn't apply to them? Maybe I'm misunderstanding. Or is this about 3rd party app stores again?

There are already class-actions against Sony in the US and UK for what appears to be this exact thing (using their dominant monopoly position to charge high prices) so it's not surprising to see it pop up in other jurisdictions this late in the game.