Yeah, Sony would be pissed!
Why? Samsung is also selling their chips to its biggest rival Apple and they both seem to churn out profit just fine.
What I'm more concerned about is the fact that Microsoft is pretty good with software, but with hardware, I don't know... There certainly would be benefits to it, Microsoft would have a better insight into the hardware they run their OS on (and vice versa), potentially developing furtehr DirectX features with their GPU's in mind and then spreading the love to others, but I just can't imagine myself owning a Microsoft Radeon R9-490X or Microsoft R9 Fury 2 X in the future...