I doubt Sony will bite on this one- the company has enough financial woes as it is, bidding against others just seems like a risky move.
That being said, I think that Nintendo needs, NEEDS a strong JRPG presence on their consoles to compete with the other two on any level and regain some semblance of the "core", even if Atlus has always been a bit niche. The 3DS has seen success in supporting Atlus titles (in fact, I believe the system got SMTIV because of its hardware limitations, perhaps an attempt to evoke the series' last mainline installment from what, ten years ago?, and the SMTxFE crossover is another key sign- I'm sure that deal was made with this eventual act in mind.