Sony isn't going to lose potential sales by allowing cross play though.
I completely agree and I think their view is shortsighted. What they are threatened by isn't just a few lost sales over crossplay, it's "supporting" the competition by allowing them into their "curated PlayStation experience" or however they tend to put it. They do not want to mention Microsoft or Xbox anymore than is necessary, ever, because so many people wrote them off at the start of the generation. They are coveting their position right now and anything that equates the two will harm their message of "PlayStation is the only console to play these games on because it's the best way to play".
The incentive is to keep the goodwill of their customers so they remain customers, hence threads like this/twitter campaigns/etc being important.
It is worse for them to have you buy a PS4 and only play exclusives, while buying cross-play games elsewhere, than it is for you to just buy a ps4 and buy all of your games there because you know you're not getting the short end of the stick.
I completely agree with you as well, but Sony doesn't see it this way. They're afraid they'll let a couple of walls down in their garden.