If Sony could afford zenimax the way MS can they would have tried to buy them too. Anyone saying anything different is clueless. Sony just don't have the money that MS do.
Of course Sony could have afforded Zenimax. They may not have the cash reserves of Microsoft but they clearly can afford a $7.5 billion acquisition if they were so inclined. If there was a bidding war then yes, probably, they lose it. But even then it depends how much each party wants it and the internal valuation.
But acquiring studios is only half the story. They’re not baseball cards that you just collect, you actually have to fit them into your organisation, manage them, align them to your strategy, retain talent and get something productive out of them. A massive multi-studio acquisition is definitely harder to integrate.