The analogy with videogame console is i think the best one. I hate Apple rules on the app store, but i’ve always wondered if they hadn’t just copied the gaming console business models.

Which makes me wonder : is there any way to distribute your own game to playstation users, without having to ask or pay anything to sony ?

Generally, no, unless is the equivalent of a jailbreak.

Same for any console, though some are very restrictive and have very specific pricing guidelines (eg. Nintendo).