Why not just stop buying Sony instead?

Consoles have been a captive market since after the video game crash of 1983, and that's in part what has help the industry come back on track, by having manufacturers keep crap out of their platforms. They still have that level of control on physical disks, you can't sell a game on a Playstation unless Sony approves it, and always with some kind of DRM / copy protection.

A captive online store is just the natural evolution. Many on-disk games today are not completely on the disk, there is an online component somewhere and should it shut down, the game will not survive. The model where you buy a game and can use it and resell it for as long as the console and the media survive is already a thing of the past, pure online sales is just the final nail in this coffin.

But there is also a bright side. With the exception of Nintendo games, exclusives are not really a thing anymore. Almost every game come out on the PC, an open platform. It is a market that Steam dominates, but unlike with consoles, no exclusivity here. There are even DRM-free platforms like GOG, so you can put your games on your own media and save them for as long as you want.

The manufacturer controlled model of game consoles that Sony and Microsoft represent has served us well since 1983, but it is not the only way anymore, I would even say it is becoming a thing of the past. They are not killing games, they are killing themselves, or maybe dying of old age.