Sony is the KING of failed proprietary storage formats. They used to think the Sony brand was so hot that you would buy into whatever storage format their hardware decided to support this decade.
The thing is that SD has won the war, but there are far too many other companies still holding onto smaller formats just because. The Vita would probably be doing better right now if Sony wasn't trying to rape it's customer base with proprietary SD cards that cost twice as much as SD cards.
When tons of people have SD cards laying around from previous devices that they don't use anymore, no one wants to buy an expensive new format that they can only use on this one device, that has the same amount of space as the SD card you have laying around for 2 years now that you bought for $25.
(and the reasoning that Insano gave regarding retailers)
Apple gets away with it because Apple is a tech culture that constrains you into their ecosystem where the storage that it comes with is all you get. You want more, upgrade, or put it in the cloud. It's the apple way, and apple users just accept that for what it is, because they love Apple.
The reason that consoles until recently (6 years?) used proprietary mem cards was that profit margins were higher, HDD's & storage was expensive, there was no standard storage format that everyone already had laying around, and proprietary meant that you could only use it with that hardware (no hacking by the average consumer). Since the boom of Android, everyone and their mother has an SD card or two around the house. it makes $19.99 for some mem card that hold 30 saves seem quite expensive by comparison, especially if I can just use the one in my phone, that I've also used in my camera and my computer.