But that internet connection is usually shared between many devices. Kids watching their youtubes, wife catching up on her tv shows, washing machine uploading gigabytes of data to some unknown remote server.
Maybe not.. Do you have market research to back up your claims?
I would guess that your experience is less true than you think, additionally it's not just your supposed internet speed at play here, it's of course disk speed of your machine, disk speed of their machine, every hop you need to hit to get to their CDN; and then you should pray they use a CDN, those are expensive and there's no financial incentive for Sony for you to have a fast download. :)
Beware the ignorance of thinking that your internet connection to your ISP is the only thing that matters regarding internet access.