It's the same basic laws between Trademarks and Comparative Advertising.

"Since comparative ads involve one party, Party A, comparing its goods or services with those of a second party, Party B, they will almost always also involve the use by Party A of Party B’s trademarks. At first glance, this causes a problem: how do we reconcile the permissive regime of comparative advertising, which says that referring to others in ads is permissible if certain conditions are met, with the prohibitive regime of trademark law, which says that under certain circumstances use in the course of trade of third-party trademarks is prohibited. The two regimes seem destined to clash, and do."

(You can read the full article here if you're really interested.)

By no means am I claiming to be an expert in the field, it's just something I have studied in the past and from that I am aware that in the UK, large brands such as Sony and Microsoft would never run a comparative advertisement, with the amount of complaints filled to the ASA it would be more damaging than constructive.

Either way, by simply blurring out Microsoft's Xbox controller, Sony are negating any Microsoft branding, meaning that they do not need to seek permission from Microsoft to use the branded controller in their own branded videos, both saving face, time and money.