Well, one of those games hasn't even been released yet, and has been in limbo for the best part of a decade. And I don't think the developers of Heavy Rain are even Sony, but a 3rd party with an exclusivity contract (Quantum Dream, whom made games such as Fahrenheit and The Nomad Soul for PC and other consoles prior, right?).
I mean, if you look at the PS3 generation, yeah, there's the odd original title by Sony, like Gravity Rush for the Vita (which I quite liked, despite its flaws), Little Big Planet, and Urban Jungle, but lets be honest; original titles from 1st party developers in the last 10 years have been at an all-time low since gaming began, and the new generation looks to continue this trend.
Just because Sony might have contributed a little bit more than the competition last gen, IMO, doesn't justify to call them a company that actively goes out of its way to support 'creative games'. Or at least, not enough to celebrating them for the rare title of theirs that didn't have a numeric in front of it.
Not only that, but I'll also suggest that a game being 'arty' doesn't necessarily mean it's any good. On the contrary, there are definitely gamers out there that would argue arty games are, more often than not, made for all the wrong reasons i.e. they're not very fun.
Panzer Dragoon was no arty game. It was an arcade game accustomed with a rich world world, and later an expanded story / universe, but never forgot to be a fun game first, rather than made for pretentious artistic reasons.
And besides, who honestly out there wants a Sega title to be released exclusively on one games console? I reckon, if a Sega game isn't on a Sega console, it should be allowed to be experienced by everyone, no matter which console they choose to own.