Bullshit
If it were at all possible Sony would have just gone down further in my estimation.
I don't for one minute think that Anon. had any connection with this. It's just not the way they work.
What is far more likely is that a criminal gang was already preparing for this attack, and found the Anon. DDOS a convenient smokescreen. Obviously they'd think of leaving a 'note' behind to muddy the waters further. One could argue they wouldn't be very {ahem} professional if they didn't!
In reality Sony is responsible for their own lax security - has a certain familiarity doesn't it?