If anonymous didn't do this then this is a very stupid move on Sony's part, cause anonymous will be quite pissed. Also, I wonder if anonymous would have published the hacked data if they did it, rather than keeping it private and (possibly) selling it. Either way, Sony doesn't seem to benefit from releasing this information to the public.
but anonymous is not simply one group, it's an idea... it's very likely there's another independent group of people that orchestrated attacks against sony. they too have the right to call themselves as anonymous, as long as they are.
it's likely anonymous and sony where right first denying and then implicating anonymous' involvement in hacks.
It's possible that the one or more people behind this are a splinter group of Anonymous, who have been involved but in more secrecy for this. It's possible they're completely seperate but felt a connection to Anonymous and so decided to class themselves the same way. Or it's possible the hackers don't give a damn about Anonymous, but thought it was a great way to get LEOs looking into people who are known to be affiliated with Anonymous, and/or looking away from the actual hackers. If I were to steal credit card data in this way right now, I'd sure as hell pin the blame on Anonymous if I thought I could.