Sony has no need to do industrial espionage to find out how the NVIDIA GX parts work, or even how future NVIDIA parts work.
Sony is a potential customer of NVIDIAs. So what they probably did was, about a year ago, call up NVIDIA and say "we're designing the PS3. We've developed our own architecture, but we are willing to scrap it if yours is way better. Here's the performance we want, and our budget. What can you sell us?"
And NVIDIA probably said, "We're developing these parts, with these capabilities. We can sell you this one."
Sony probably talked with ATI and the other GPU vendors, too. They'd be stupid not to.
I'm sure Nintendo and MS did the same sort of thing.
In a way, Sony is at an advantage because they have access to all the other companies, and also have their own IP. Neither MS nor Nintendo can use Sony's designs.
NVIDIA is a pretty aggressive company, so I bet they made a serious bid for Sony's business, even if it was a long shot that they would get it. (Unless, of course, what Sony was asking for was so far out of the league of what NVIDIA could produce that it wasn't worth even trying to bid for it.)
P.S. It also occurs to me that Sony has the VAIO laptop and desktop PC business, so they're certainly non-disclosed on NVIDIA's short-term future plans for the PC space.