playstation: clarify only on saas (#14262)

Author: bruno-garcia

docs/platforms/playstation/index.mdx

@@ -12,6 +12,11 @@ categories:
 
 You can also use Sentry's [Unity](/platforms/unity/game-consoles/) and [Unreal Engine SDKs](/platforms/unreal/game-consoles/) with PlayStation.
 
+<Alert>
+
+PlayStation support is exclusive to our SaaS offering, as it depends on confidential components that cannot be distributed for self-hosted use.
+
+</Alert>
 ----
 
 "PlayStation", "PS5" are registered trademarks or trademarks of Sony Interactive Entertainment Inc.