Microsoft has made a bold claim about the ROG Xbox Ally, but it sounds like they don’t think it’s particularly bold or unusual at all.

As reported on GameFile by Stephen Totilo:
When I asked Microsoft if that means that PlayStation’s recent God of War games, which have been released on PC, could run on these new Xbox-branded devices—a device with a big Xbox button and logo on it—a rep replied: “Because these handhelds run Windows, you have access to all the games you can play on Windows PCs.”
Microsoft didn’t answer this question by making some statement about their potential relationship with Sony. They simply asserted that the ROG Xbox Ally running Windows will be enough for it to play Sony’s games that were published on PC.
Sony started publishing their games on PC in 2020. As it may be easily forgotten, they were the original publisher of Kojima Productions’ Death Stranding. In this capacity, they published Death Stranding to Steam in July 2020. It became clearer that they were serious about this new PC efforts when they then brought their first first-party title, Horizon Zero Dawn, to Steam in August 2020.
That initiative was initially considered an unquestionable benefit to gamers, as they even released these games DRM-free to GOG. However, Sony shocked everyone in May when they suddenly announced plans to require PSN log-in for Helldivers 2. While they backtracked on these plans, by the end of the month it became clear that Sony’s games on PC would be region locked. To be specific, they would stop publishing their games from countries and regions where Sony did not bring in PSN moving forward.
In any case, PlayStation’s games on Steam, GOG, and Epic Game Store are not managed by PlayStation, but by each respective storefront. Speculation that Sony would block access to their games from Xbox branded PC gaming handhelds may have always been baseless.
What will be interesting to find out is if the ROG Xbox Ally, and future Xbox partner PC gaming handhelds, will also get access to the PlayStation Plus App on PC. This is a Sony application on Windows, that allows PlayStation Plus subscribers to stream their PlayStation games on PC.
If Microsoft’s statement to Totilo holds in all cases, PlayStation gamers will be able to stream their PlayStation games, on their PlayStation account, on an Xbox device. That’s certainly something Microsoft wants, but is that something Sony wants? We think it would make more sense for Sony to just allow it to work, and then demonstrate how their future PlayStation handheld can run these games better. But for now, we’ll have to wait for the ROG Xbox Ally’s launch to learn how well these PlayStation games will work there at all.