"No sergeant, your men are already dead."
Or any of the unknown number of intermediates who are not known.
For the purposes of PSN they'd only need Sony root certificates, but I expect that they have others for general web browsing.
Given the rest of what's known about their design I doubt they've deliberated it at a particularly high level in their organization. Or at least, high enough where management doesn't see the benefit of maintaining their own trust root and is glad for the opportunity to outsource something critical.
HTTP Request - Update check. HTTPS Request - Login. HTTP - Friend list update. HTTP - PSN keep alive message every few mins.
It seems the problem is stemming from custom firmware: http://arstechnica.com/gaming/news/2011/02/report-psn-hacked...