Sadly, this isn't totally true -- Sony only does cloud backups via PS+, a paid subscription. Microsoft, on the other hand, doesn't require their paid service to use cloud saves, but they're more tightly integrated into the system (likely because they're available to all users).
It sucks because the X360/PS3/Wii generation of consoles supported saving & loading games off of external commodity storage (the X360 supported any USB drive, the Wii SD cards, and the PS3 both, if you had one of the earlier units with a SD card slot), but that was disabled as it became clear that save games could be used to jailbreak the systems and install bootloaders/firmware that disabled DRM.
PS4 still lets you backup saves to a USB stick, last I checked? It's a shame that the Xbox One doesn't, and we're on to the new generation now in any case.
It sucks because the X360/PS3/Wii generation of consoles supported saving & loading games off of external commodity storage (the X360 supported any USB drive, the Wii SD cards, and the PS3 both, if you had one of the earlier units with a SD card slot), but that was disabled as it became clear that save games could be used to jailbreak the systems and install bootloaders/firmware that disabled DRM.