Anonymous usually tries to take credit for the things they actually do. Also, if they didn't, how did they "weaken" PSN security?
Personally, I'm rather suspicious of the whole "take credit" aspect of terrorism. It's not out the realm of possibility (and probably not uncommon in the real world) for a group to take responsibility for an act they didn't commit to obtain attention and notoriety. By the same token, it would make sense for a group that
did perpetrate such an act to not take credit if they wished to remain under the radar or underestimated.
Anonymous probably gets away with quite a lot by virtue of a public persona that seems relatively harmless as cyber terrorists go: while they have been known to hack databases for information (as was the case with their recent campaign against the mexican drug cartels IIRC), their main MO is DDOS attacks. DDOS attacks can be annoying and taxing to deal with on both the part of customers and companies, but at the end of the day the damage is "relatively" minimal and short-lived. That reputation could be a rather convenient shield against major retaliation from law enforcement, should the group have much more insidious factions that commit much more damaging attacks (like stealing personal information off PSN, for example). That's all hypothetically-speaking, of course, since we
still don't know the identities of the PSN Thieves.
As for "weakening PSN security", the major hacks that stole the PSN information came while Sony was busy trying to stave off Anonymous' DDOS attacks. The people whose jobs were to watch these systems for exterior intrusion were busy dealing with those clowns. Hopefully, with Sony's restructuring and re-fortification of their security network, they'll be in much better shape to handle another similar situation in the future.
Anonymous are a bunch of cowards and criminals
You can add "traitors" to that description as well, assuming Anonymous wasn't lying in that recent video where they claimed they hacked the U.S. Department of Defense. It's funny, but as much as I dislike the Occupy Wall Street folks for their short-sightedness and how many don't really seem to understand what they stand for, I will give them this: they have the courage to actually protest without masks in person, some even with some respect for the Rule of Law and public decorum. I can respect that, even if I don't agree with their movement.
Anonymous, though, hides behind anonymity and Guy Fawkes masks on those rare occasions where they congregate in real life. Unlike the Occupiers who accept that there could be negative consequences to their actions, Anonymous doesn't have the strength of their convictions to fight for the causes they believe in as real people with identities and something to lose. They'd rather hide behind Anonymity and DDOS programs, which to me undermines their legitimacy as "agents of justice".
By contrast, recently a large number of the critics and writers of Channel Awesome (host of ThatGuyWithTheGlasses.com) actually traveled to Washington and successfully lobbied several Congressmen (through their staffers) against SOPA and Protect IP. Now there's dedication, a true display of the faith of one's convictions and working legally within the system to try to affect positive change. By comparison, Anonymous' actions are laughable and petty, and they'll probably affect End Users more than they will the actual companies pushing for this Bill.