Microsoft has an entire enterprise division dedicated to networks like Xbox Live, it is no wonder they can recover faster, they have more people tools and experience dealing with these things.
DDoS attacks aren't as simple as once done things return to normal. Damage can be done, from software being screwed up to hardware literally melting if the load is big enough. Plus, there is always the risk of a DDoS attack being a front for a true hack, like data theft. Sony is probably giving everything a once over if the attacks have truly stopped. (No proof they have, all these twitter accounts read like they are the same guy)